+497.4%
NTRA vs CPB
-43.2%
+540.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.4% |
| 7D | -0.5% | -5.4% | +4.9% | -0.6% |
| 30D | +4.3% | -7.8% | +12.1% | +4.1% |
| 3M | +50.6% | -6.9% | +57.6% | +50.1% |
| 6M | +63.9% | -12.2% | +76.1% | +62.9% |
| YTD | +42.4% | -21.1% | +63.4% | +40.5% |
| 1Y | +92.1% | -33.5% | +125.6% | +88.4% |
| All | +497.4% | -43.2% | +540.6% | +420.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling