+8.7%
CL vs NTRA
+96.0%
-87.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | -4.8% | +19.5% | -24.3% | -4.5% |
| 3M | +4.9% | +47.8% | -42.9% | +5.5% |
| 6M | -5.7% | +61.6% | -67.4% | -5.2% |
| YTD | +14.4% | +43.3% | -28.9% | +12.7% |
| 1Y | +8.7% | +97.0% | -88.3% | +10.2% |
| All | +8.7% | +96.0% | -87.3% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling