-60.8%
CLSK vs NTRA
+2,743.0%
-2,803.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.6% |
| 7D | +7.7% | +0.2% | +7.5% | +7.6% |
| 30D | +12.2% | +4.1% | +8.1% | +11.1% |
| 3M | -15.5% | +50.0% | -65.5% | -25.4% |
| 6M | +39.3% | +67.3% | -28.0% | +18.9% |
| YTD | +35.1% | +43.6% | -8.5% | +20.2% |
| 1Y | +34.0% | +89.2% | -55.2% | +10.9% |
| 3Y | +226.3% | +502.5% | -276.3% | +96.2% |
| 5Y | +6.4% | +173.8% | -167.4% | -32.6% |
| All | -60.8% | +2,743.0% | -2,803.8% | -70.9% |
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