+29.6%
CL vs NTRA
+484.0%
-454.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -1.4% | +1.1% | -2.4% | -1.3% |
| 30D | -5.2% | +0.6% | -5.8% | -5.2% |
| 3M | +3.3% | +51.8% | -48.5% | +3.9% |
| 6M | -4.4% | +63.6% | -68.0% | -3.7% |
| YTD | +13.9% | +41.5% | -27.6% | +14.3% |
| 1Y | +7.6% | +93.6% | -86.0% | +8.5% |
| 3Y | +29.6% | +498.0% | -468.5% | +22.7% |
| All | +29.6% | +484.0% | -454.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling