+208.5%
CFG vs NTRA
+2,761.8%
-2,553.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +3.2% | +2.7% | +0.5% | +2.8% |
| 30D | +5.1% | -19.2% | +24.3% | +8.1% |
| 3M | -11.2% | +2.7% | -13.9% | -12.1% |
| 6M | +9.6% | +63.4% | -53.8% | +0.5% |
| YTD | +15.0% | +39.3% | -24.3% | +7.3% |
| 1Y | +29.9% | +59.0% | -29.2% | +18.7% |
| 3Y | +192.1% | +557.4% | -365.3% | +111.9% |
| 5Y | +62.3% | +177.4% | -115.1% | +26.2% |
| All | +208.5% | +2,761.8% | -2,553.3% | +58.5% |
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