+1,723.2%
NTRA vs CNH
+111.6%
+1,611.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.3% |
| 7D | +0.6% | +23.3% | -22.7% | -7.0% |
| 30D | +19.5% | +33.5% | -14.0% | +7.1% |
| 3M | +47.8% | +32.7% | +15.0% | +31.7% |
| 6M | +61.6% | +22.2% | +39.5% | +47.2% |
| YTD | +43.3% | +57.7% | -14.4% | +17.4% |
| 1Y | +97.0% | +28.0% | +69.0% | +74.1% |
| 3Y | +424.9% | +11.5% | +413.4% | +370.1% |
| 5Y | +165.2% | +11.9% | +153.3% | +128.6% |
| 10Y | +3,114.3% | +162.8% | +2,951.5% | +1,902.0% |
| All | +1,723.2% | +111.6% | +1,611.7% | +1,057.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling