+99.0%
NTRA vs CPB
-18.4%
+117.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.9% |
| 7D | -7.9% | +13.0% | -20.8% | -7.5% |
| 30D | -8.1% | +20.5% | -28.6% | -7.7% |
| 3M | +42.1% | +2.2% | +39.9% | +42.8% |
| 6M | +84.8% | +15.4% | +69.5% | +86.9% |
| YTD | +70.7% | -12.3% | +83.0% | +66.0% |
| 1Y | +99.0% | -18.0% | +117.0% | +94.3% |
| All | +99.0% | -18.4% | +117.5% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling