+40.7%
CL vs NTRA
+195.9%
-155.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.1% |
| 7D | -0.8% | -18.2% | +17.4% | -0.9% |
| 30D | +9.5% | -19.6% | +29.1% | +9.4% |
| 3M | +6.8% | +2.3% | +4.5% | +6.7% |
| 6M | +14.3% | +60.6% | -46.3% | +14.5% |
| YTD | +26.3% | +39.6% | -13.3% | +26.4% |
| 1Y | +25.6% | +54.7% | -29.2% | +25.7% |
| 3Y | +38.5% | +584.3% | -545.8% | +38.3% |
| 5Y | +40.7% | +182.5% | -141.8% | +32.9% |
| All | +40.7% | +195.9% | -155.2% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling