+173.5%
NTRA vs CPB
-41.0%
+214.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.2% | -1.8% | +2.0% | 0.0% |
| 30D | +4.1% | -7.1% | +11.2% | +3.2% |
| 3M | +50.0% | -6.0% | +56.1% | +48.8% |
| 6M | +67.3% | -5.3% | +72.6% | +66.4% |
| YTD | +43.6% | -20.8% | +64.4% | +38.4% |
| 1Y | +89.2% | -33.8% | +123.1% | +76.7% |
| 3Y | +502.5% | -43.7% | +546.3% | +443.3% |
| All | +173.5% | -41.0% | +214.5% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling