+1,672.7%
NTRA vs CPB
-29.5%
+1,702.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.2% |
| 7D | +2.7% | -1.6% | +4.3% | +2.7% |
| 30D | -19.2% | +19.2% | -38.4% | -19.2% |
| 3M | +2.7% | -0.9% | +3.6% | +2.7% |
| 6M | +63.4% | +15.2% | +48.1% | +63.4% |
| YTD | +39.3% | -13.1% | +52.4% | +39.2% |
| 1Y | +59.0% | -22.4% | +81.4% | +59.0% |
| 3Y | +557.4% | -35.3% | +592.7% | +555.9% |
| 5Y | +177.4% | -33.0% | +210.4% | +172.7% |
| 10Y | +2,761.8% | -39.2% | +2,801.0% | +2,622.4% |
| All | +1,672.7% | -29.5% | +1,702.2% | +1,577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling