+3,059.8%
NTRA vs CGNX
+193.6%
+2,866.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.9% |
| 7D | +0.2% | +3.2% | -2.9% | -1.1% |
| 30D | +4.1% | +6.0% | -1.9% | +1.2% |
| 3M | +50.0% | +3.5% | +46.5% | +45.4% |
| 6M | +67.3% | +26.3% | +41.0% | +48.1% |
| YTD | +43.6% | +79.2% | -35.7% | +3.8% |
| 1Y | +89.2% | +43.8% | +45.5% | +49.2% |
| 3Y | +502.5% | +52.0% | +450.6% | +324.4% |
| 5Y | +173.8% | -24.0% | +197.8% | +168.4% |
| All | +3,059.8% | +193.6% | +2,866.1% | +1,362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling