+99.0%
NTRA vs CNH
+15.2%
+83.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -7.9% | +6.5% | -14.3% | -8.3% |
| 30D | -8.1% | -12.0% | +3.8% | -7.1% |
| 3M | +42.1% | +4.4% | +37.7% | +41.4% |
| 6M | +84.8% | +15.7% | +69.1% | +81.7% |
| YTD | +70.7% | +28.2% | +42.5% | +66.6% |
| 1Y | +99.0% | +14.8% | +84.3% | +95.9% |
| All | +99.0% | +15.2% | +83.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling