+183.3%
CFG vs NTRA
+510.2%
-326.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | -4.5% | +3.8% | -8.3% | -5.2% |
| 3M | +6.3% | +48.2% | -41.9% | -1.5% |
| 6M | +20.6% | +61.0% | -40.4% | +9.2% |
| YTD | +21.2% | +44.2% | -22.9% | +11.8% |
| 1Y | +38.2% | +87.3% | -49.1% | +20.6% |
| All | +183.3% | +510.2% | -326.9% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling