-29.6%
CLS vs NTRA
+99.0%
-128.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.6% | -9.7% | -9.3% |
| 7D | -21.1% | -7.9% | -13.3% | -18.8% |
| 30D | -38.2% | -8.1% | -30.1% | -36.4% |
| 3M | -36.3% | +42.1% | -78.4% | -43.1% |
| 6M | -43.8% | +84.8% | -128.6% | -55.3% |
| YTD | -20.0% | +70.7% | -90.7% | -34.8% |
| 1Y | -29.6% | +99.0% | -128.6% | -58.0% |
| All | -29.6% | +99.0% | -128.6% | -58.0% |
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