+2.3%
CLF vs NTRA
+92.9%
-90.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.8% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | -1.6% | +4.1% | -5.7% | -2.1% |
| 3M | -12.0% | +50.0% | -62.1% | -18.5% |
| 6M | +30.0% | +67.3% | -37.3% | +15.0% |
| YTD | -9.2% | +43.6% | -52.8% | -17.9% |
| 1Y | +2.3% | +89.2% | -87.0% | -26.7% |
| All | +2.3% | +92.9% | -90.6% | -26.7% |
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 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