+3,059.8%
NTRA vs CNH
+158.6%
+2,901.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +0.2% | -5.7% | +5.9% | +2.5% |
| 30D | +4.1% | +26.6% | -22.5% | -5.7% |
| 3M | +50.0% | +31.1% | +19.0% | +33.0% |
| 6M | +67.3% | +24.9% | +42.4% | +49.6% |
| YTD | +43.6% | +48.7% | -5.1% | +18.1% |
| 1Y | +89.2% | +22.2% | +67.0% | +68.2% |
| 3Y | +502.5% | +7.4% | +495.1% | +440.3% |
| 5Y | +173.8% | +10.8% | +162.9% | +130.8% |
| All | +3,059.8% | +158.6% | +2,901.2% | +1,555.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling