-4.4%
CLX vs NTRA
+3,199.2%
-3,203.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -17.0% | +4.1% | -21.1% | -17.1% |
| 3M | -9.7% | +50.0% | -59.7% | -10.7% |
| 6M | -19.8% | +67.3% | -87.1% | -21.0% |
| YTD | -9.8% | +43.6% | -53.4% | -10.9% |
| 1Y | -26.2% | +89.2% | -115.4% | -27.6% |
| 3Y | -36.2% | +502.5% | -538.7% | -39.7% |
| 5Y | -38.3% | +173.8% | -212.1% | -41.4% |
| All | -4.4% | +3,199.2% | -3,203.6% | -18.9% |
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 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