+217.3%
CLF vs NTRA
+1,672.7%
-1,455.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +10.4% | +2.7% | +7.7% | +9.7% |
| 30D | +0.6% | -19.2% | +19.7% | +5.2% |
| 3M | +4.1% | +2.7% | +1.4% | +3.0% |
| 6M | +15.1% | +63.4% | -48.3% | +1.0% |
| YTD | -4.7% | +39.3% | -44.0% | -14.4% |
| 1Y | +20.4% | +59.0% | -38.7% | +4.8% |
| 3Y | -23.4% | +557.4% | -580.8% | -53.1% |
| 5Y | -43.3% | +177.4% | -220.6% | -61.5% |
| 10Y | +80.5% | +2,761.8% | -2,681.3% | -40.3% |
| All | +217.3% | +1,672.7% | -1,455.4% | -2.9% |
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 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