+15.9%
CLX vs NTRA
+1,711.9%
-1,696.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | -5.9% | -0.5% | -5.4% | -5.8% |
| 30D | -17.0% | +4.3% | -21.3% | -17.1% |
| 3M | -9.6% | +50.6% | -60.2% | -10.4% |
| 6M | -21.5% | +63.9% | -85.4% | -22.4% |
| YTD | -8.8% | +42.4% | -51.2% | -9.6% |
| 1Y | -24.7% | +92.1% | -116.8% | -25.8% |
| 3Y | -35.6% | +501.7% | -537.4% | -38.4% |
| 5Y | -37.6% | +171.4% | -209.1% | -40.1% |
| 10Y | -2.4% | +3,161.4% | -3,163.8% | -11.5% |
| All | +15.9% | +1,711.9% | -1,696.0% | +6.2% |
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