+120.3%
CLF vs NTRA
+3,171.2%
-3,050.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -4.7% | +4.3% | -9.0% | -5.6% |
| 3M | -4.7% | +50.6% | -55.3% | -14.2% |
| 6M | +24.0% | +63.9% | -39.9% | +8.7% |
| YTD | -10.9% | +42.4% | -53.3% | -19.9% |
| 1Y | +4.0% | +92.1% | -88.0% | -12.7% |
| 3Y | -16.9% | +501.7% | -518.7% | -48.0% |
| 5Y | -49.3% | +171.4% | -220.8% | -65.1% |
| All | +120.3% | +3,171.2% | -3,050.9% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling