+180.7%
NTRA vs CP
+27.5%
+153.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -11.2% | +0.9% | -12.1% | -11.5% |
| 30D | -18.4% | +10.3% | -28.7% | -22.2% |
| 3M | +2.2% | +2.3% | -0.1% | +1.0% |
| 6M | +58.1% | +10.7% | +47.4% | +49.7% |
| YTD | +41.0% | +29.3% | +11.7% | +22.2% |
| 1Y | +54.1% | +31.5% | +22.7% | +32.2% |
| 3Y | +590.9% | +36.7% | +554.2% | +463.3% |
| 5Y | +180.7% | +26.8% | +153.9% | +132.8% |
| All | +180.7% | +27.5% | +153.2% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling