+1,249.5%
CLS vs NTRA
+502.5%
+746.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | +5.0% | -0.5% | +5.4% | +5.2% |
| 30D | +4.8% | +4.3% | +0.5% | +2.8% |
| 3M | -10.4% | +50.6% | -61.0% | -27.0% |
| 6M | +20.8% | +63.9% | -43.1% | -7.5% |
| YTD | +10.0% | +42.4% | -32.3% | -9.9% |
| 1Y | +28.5% | +92.1% | -63.6% | -9.4% |
| All | +1,249.5% | +502.5% | +746.9% | +593.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling