+1,727.4%
NTRA vs CPAY
+159.4%
+1,568.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +0.2% | -2.0% | +2.2% | +1.1% |
| 30D | +4.1% | -0.4% | +4.5% | +4.1% |
| 3M | +50.0% | +16.4% | +33.7% | +39.1% |
| 6M | +67.3% | +23.5% | +43.8% | +49.1% |
| YTD | +43.6% | +35.7% | +7.9% | +20.4% |
| 1Y | +89.2% | +30.2% | +59.1% | +60.7% |
| 3Y | +502.5% | +49.7% | +452.8% | +360.8% |
| 5Y | +173.8% | +56.6% | +117.2% | +101.5% |
| 10Y | +3,189.3% | +153.8% | +3,035.5% | +1,807.0% |
| All | +1,727.4% | +159.4% | +1,568.0% | +903.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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