+175.4%
NTRA vs CPB
-33.2%
+208.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -0.8% |
| 7D | +2.7% | -1.6% | +4.3% | +2.5% |
| 30D | -19.2% | +19.2% | -38.4% | -17.1% |
| 3M | +2.7% | -0.9% | +3.6% | +2.9% |
| 6M | +63.4% | +15.2% | +48.1% | +67.7% |
| YTD | +39.3% | -13.1% | +52.4% | +36.3% |
| 1Y | +59.0% | -22.4% | +81.4% | +52.4% |
| 3Y | +557.4% | -35.3% | +592.7% | +515.3% |
| All | +175.4% | -33.2% | +208.7% | +188.1% |
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