+3,032.9%
NTRA vs CP
+230.5%
+2,802.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.4% |
| 7D | -0.5% | -2.7% | +2.2% | +1.2% |
| 30D | +4.3% | -3.4% | +7.6% | +6.4% |
| 3M | +50.6% | -0.6% | +51.3% | +50.4% |
| 6M | +63.9% | +6.3% | +57.6% | +56.4% |
| YTD | +42.4% | +21.2% | +21.2% | +23.5% |
| 1Y | +92.1% | +20.0% | +72.1% | +67.2% |
| 3Y | +501.7% | +18.7% | +483.0% | +412.1% |
| 5Y | +171.4% | +34.8% | +136.7% | +106.0% |
| All | +3,032.9% | +230.5% | +2,802.4% | +1,239.9% |
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