+173.5%
NTRA vs CGNX
-25.4%
+199.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.5% |
| 7D | +0.2% | +3.2% | -2.9% | -0.8% |
| 30D | +4.1% | +6.0% | -1.9% | +1.8% |
| 3M | +50.0% | +3.5% | +46.5% | +46.4% |
| 6M | +67.3% | +26.3% | +41.0% | +51.7% |
| YTD | +43.6% | +79.2% | -35.7% | +10.3% |
| 1Y | +89.2% | +43.8% | +45.5% | +57.1% |
| 3Y | +502.5% | +52.0% | +450.6% | +349.0% |
| All | +173.5% | -25.4% | +199.0% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling