-48.2%
CLF vs NTRA
+177.1%
-225.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -2.7% | +1.6% | -4.2% | -3.0% |
| 30D | -3.2% | +3.8% | -7.0% | -3.9% |
| 3M | -5.0% | +48.2% | -53.2% | -12.8% |
| 6M | +26.6% | +61.0% | -34.4% | +13.5% |
| YTD | -9.0% | +44.2% | -53.1% | -17.0% |
| 1Y | +11.8% | +87.3% | -75.4% | -3.4% |
| 3Y | -15.1% | +509.4% | -524.5% | -41.8% |
| 5Y | -48.2% | +175.1% | -223.3% | -60.9% |
| All | -48.2% | +177.1% | -225.3% | -60.9% |
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