+89.2%
NTRA vs CPB
-33.6%
+122.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.2% | -1.8% | +2.0% | +0.2% |
| 30D | +4.1% | -7.1% | +11.2% | +4.0% |
| 3M | +50.0% | -6.0% | +56.1% | +49.1% |
| 6M | +67.3% | -5.3% | +72.6% | +66.8% |
| YTD | +43.6% | -20.8% | +64.4% | +39.0% |
| 1Y | +89.2% | -33.8% | +123.1% | +82.0% |
| All | +89.2% | -33.6% | +122.9% | +82.0% |
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