+1,672.7%
NTRA vs CNH
+75.0%
+1,597.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +2.7% | +3.0% | -0.3% | +1.4% |
| 30D | -19.2% | -0.6% | -18.6% | -19.4% |
| 3M | +2.7% | +14.6% | -12.0% | -3.8% |
| 6M | +63.4% | +11.8% | +51.6% | +52.6% |
| YTD | +39.3% | +30.4% | +8.9% | +20.9% |
| 1Y | +59.0% | +19.1% | +40.0% | +42.5% |
| 3Y | +557.4% | +30.2% | +527.2% | +442.7% |
| 5Y | +177.4% | -17.8% | +195.2% | +166.6% |
| 10Y | +2,761.8% | +103.9% | +2,657.9% | +1,811.6% |
| All | +1,672.7% | +75.0% | +1,597.7% | +1,092.9% |
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