+93.8%
CL vs NTRA
+1,694.1%
-1,600.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.8% | -11.2% | +10.4% | -0.5% |
| 30D | +9.5% | -18.4% | +27.8% | +9.9% |
| 3M | +6.6% | +2.2% | +4.4% | +6.5% |
| 6M | +13.2% | +58.1% | -44.9% | +11.7% |
| YTD | +26.9% | +41.0% | -14.1% | +25.3% |
| 1Y | +27.6% | +54.1% | -26.5% | +25.8% |
| 3Y | +39.1% | +590.9% | -551.8% | +30.4% |
| 5Y | +41.3% | +180.7% | -139.4% | +34.9% |
| 10Y | +83.9% | +2,796.3% | -2,712.4% | +57.7% |
| All | +93.8% | +1,694.1% | -1,600.3% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling