+304.1%
CFG vs NTRA
+3,171.2%
-2,867.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -4.6% | +4.3% | -8.9% | -5.3% |
| 3M | +7.9% | +50.6% | -42.8% | +0.7% |
| 6M | +19.9% | +63.9% | -44.1% | +9.9% |
| YTD | +21.7% | +42.4% | -20.7% | +13.7% |
| 1Y | +38.4% | +92.1% | -53.6% | +23.3% |
| 3Y | +187.0% | +501.7% | -314.7% | +110.5% |
| 5Y | +99.5% | +171.4% | -71.9% | +55.7% |
| All | +304.1% | +3,171.2% | -2,867.1% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling