+2,650.8%
NTRA vs CP
+257.3%
+2,393.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +2.7% | +2.1% | +0.6% | +1.4% |
| 30D | -19.2% | +9.3% | -28.5% | -23.6% |
| 3M | +2.7% | +0.5% | +2.2% | +2.1% |
| 6M | +63.4% | +10.4% | +53.0% | +52.2% |
| YTD | +39.3% | +28.7% | +10.6% | +16.1% |
| 1Y | +59.0% | +33.2% | +25.8% | +29.4% |
| 3Y | +557.4% | +38.4% | +518.9% | +406.2% |
| 5Y | +177.4% | +26.2% | +151.2% | +122.2% |
| All | +2,650.8% | +257.3% | +2,393.4% | +1,049.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling