+20.2%
CLF vs NTRA
+99.0%
-78.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.8% | -9.3% |
| 7D | -7.9% | -7.9% | 0.0% | -7.1% |
| 30D | +5.2% | -8.1% | +13.4% | +6.1% |
| 3M | +4.3% | +42.1% | -37.8% | +1.2% |
| 6M | +25.3% | +84.8% | -59.6% | +16.9% |
| YTD | -3.3% | +70.7% | -74.0% | -12.3% |
| 1Y | +20.2% | +99.0% | -78.8% | -1.9% |
| All | +20.2% | +99.0% | -78.8% | -1.9% |
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 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