+284.2%
CFG vs NTRA
+1,723.2%
-1,439.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | +0.6% | +0.9% | +1.5% |
| 30D | -3.8% | +19.5% | -23.3% | -6.7% |
| 3M | +11.5% | +47.8% | -36.3% | +4.7% |
| 6M | +19.2% | +61.6% | -42.5% | +9.9% |
| YTD | +23.7% | +43.3% | -19.5% | +15.8% |
| 1Y | +38.8% | +97.0% | -58.2% | +23.8% |
| 3Y | +178.9% | +424.9% | -246.0% | +111.3% |
| 5Y | +101.8% | +165.2% | -63.4% | +59.2% |
| 10Y | +317.3% | +3,114.3% | -2,797.0% | +108.3% |
| All | +284.2% | +1,723.2% | -1,439.0% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling