+99.0%
NTRA vs CP
+35.2%
+63.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.6% |
| 7D | -7.9% | +5.6% | -13.4% | -7.9% |
| 30D | -8.1% | +10.0% | -18.2% | -8.5% |
| 3M | +42.1% | +4.4% | +37.7% | +42.2% |
| 6M | +84.8% | +14.1% | +70.8% | +84.0% |
| YTD | +70.7% | +29.1% | +41.6% | +75.6% |
| 1Y | +99.0% | +34.6% | +64.5% | +104.7% |
| All | +99.0% | +35.2% | +63.8% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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