+60.4%
CFG vs NTRA
+177.5%
-117.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +3.2% | +2.7% | +0.5% | +2.9% |
| 30D | +5.1% | -19.2% | +24.3% | +7.6% |
| 3M | -11.2% | +2.7% | -13.9% | -11.9% |
| 6M | +9.6% | +63.4% | -53.8% | +1.9% |
| YTD | +15.0% | +39.3% | -24.3% | +8.5% |
| 1Y | +29.9% | +59.0% | -29.1% | +20.5% |
| 3Y | +192.1% | +557.4% | -365.3% | +128.8% |
| All | +60.4% | +177.5% | -117.1% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling