+1,700.8%
NTRA vs CPB
-33.4%
+1,734.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.2% |
| 7D | +1.1% | -8.2% | +9.3% | +1.1% |
| 30D | +0.6% | -5.6% | +6.2% | +0.7% |
| 3M | +51.8% | +3.0% | +48.9% | +51.8% |
| 6M | +63.6% | -12.7% | +76.3% | +63.5% |
| YTD | +41.5% | -18.0% | +59.5% | +41.4% |
| 1Y | +93.6% | -31.7% | +125.4% | +93.7% |
| 3Y | +498.0% | -41.0% | +539.0% | +496.6% |
| 5Y | +172.5% | -38.4% | +210.8% | +168.4% |
| 10Y | +2,960.8% | -45.0% | +3,005.8% | +2,794.8% |
| All | +1,700.8% | -33.4% | +1,734.2% | +1,603.0% |
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 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