+3,154.0%
CLS vs NTRA
+3,199.2%
-45.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.4% |
| 7D | +10.9% | +0.2% | +10.7% | +10.9% |
| 30D | +2.1% | +4.1% | -2.0% | +1.2% |
| 3M | -10.2% | +50.0% | -60.2% | -17.9% |
| 6M | +30.4% | +67.3% | -36.9% | +15.9% |
| YTD | +17.2% | +43.6% | -26.3% | +7.4% |
| 1Y | +41.0% | +89.2% | -48.2% | +22.5% |
| 3Y | +1,338.0% | +502.5% | +835.4% | +928.3% |
| 5Y | +3,860.6% | +173.8% | +3,686.8% | +2,899.8% |
| All | +3,154.0% | +3,199.2% | -45.2% | +1,658.1% |
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