+53.2%
CL vs NTRA
+3,213.0%
-3,159.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -2.3% | +1.6% | -3.9% | -2.3% |
| 30D | -5.5% | +3.8% | -9.3% | -5.6% |
| 3M | +0.8% | +48.2% | -47.4% | -0.3% |
| 6M | -4.2% | +61.0% | -65.2% | -5.6% |
| YTD | +13.4% | +44.2% | -30.8% | +12.0% |
| 1Y | +7.1% | +87.3% | -80.2% | +4.9% |
| 3Y | +29.0% | +509.4% | -480.4% | +20.8% |
| 5Y | +28.3% | +175.1% | -146.8% | +22.4% |
| All | +53.2% | +3,213.0% | -3,159.9% | +29.4% |
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