+1,723.2%
NTRA vs CP
+214.3%
+1,508.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | -2.7% | +3.3% | +2.0% |
| 30D | +19.5% | +0.2% | +19.3% | +19.5% |
| 3M | +47.8% | +2.6% | +45.2% | +45.0% |
| 6M | +61.6% | +6.0% | +55.7% | +55.4% |
| YTD | +43.3% | +24.9% | +18.3% | +24.3% |
| 1Y | +97.0% | +20.1% | +76.9% | +74.4% |
| 3Y | +424.9% | +16.4% | +408.5% | +363.7% |
| 5Y | +165.2% | +31.7% | +133.4% | +113.9% |
| 10Y | +3,114.3% | +223.9% | +2,890.4% | +1,576.3% |
| All | +1,723.2% | +214.3% | +1,508.9% | +851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling