+5.8%
CL vs NTRA
+92.9%
-87.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -6.0% | +4.1% | -10.1% | -5.9% |
| 3M | -2.3% | +50.0% | -52.4% | -1.5% |
| 6M | -2.0% | +67.3% | -69.3% | -0.8% |
| YTD | +11.8% | +43.6% | -31.7% | +10.2% |
| 1Y | +5.8% | +89.2% | -83.4% | +9.8% |
| All | +5.8% | +92.9% | -87.1% | +9.8% |
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 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