+2,725.1%
CLS vs NTRA
+1,700.8%
+1,024.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.9% | +5.9% |
| 7D | +12.8% | +1.1% | +11.7% | +12.5% |
| 30D | +3.8% | +0.6% | +3.2% | +3.7% |
| 3M | -14.6% | +51.8% | -66.5% | -21.4% |
| 6M | +32.2% | +63.6% | -31.4% | +19.6% |
| YTD | +11.6% | +41.5% | -29.9% | +3.5% |
| 1Y | +35.1% | +93.6% | -58.6% | +18.5% |
| 3Y | +1,312.5% | +498.0% | +814.5% | +949.9% |
| 5Y | +3,542.1% | +172.5% | +3,369.6% | +2,736.4% |
| 10Y | +2,944.0% | +2,960.8% | -16.8% | +1,693.7% |
| All | +2,725.1% | +1,700.8% | +1,024.3% | +1,557.7% |
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