+171.4%
NTRA vs CNH
+8.8%
+162.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.5% |
| 7D | -0.5% | -2.5% | +2.0% | +0.2% |
| 30D | +4.3% | +27.0% | -22.7% | -2.9% |
| 3M | +50.6% | +32.6% | +18.0% | +37.7% |
| 6M | +63.9% | +23.6% | +40.4% | +52.0% |
| YTD | +42.4% | +47.8% | -5.5% | +23.6% |
| 1Y | +92.1% | +21.3% | +70.8% | +77.4% |
| 3Y | +501.7% | +7.0% | +494.8% | +462.2% |
| 5Y | +171.4% | +10.2% | +161.3% | +139.8% |
| All | +171.4% | +8.8% | +162.6% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling