-0.8%
CRM vs NTRA
+172.0%
-172.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.8% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +28.1% | +4.1% | +24.0% | +27.0% |
| 3M | +48.8% | +50.0% | -1.2% | +35.7% |
| 6M | +28.3% | +67.3% | -39.0% | +13.3% |
| YTD | -6.0% | +43.6% | -49.6% | -14.4% |
| 1Y | +1.4% | +89.2% | -87.8% | -13.1% |
| 3Y | +11.8% | +502.5% | -490.7% | -26.3% |
| All | -0.8% | +172.0% | -172.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling