+257.3%
CRM vs NTRA
+1,727.4%
-1,470.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.2% |
| 3M | +48.8% | +50.0% | -1.2% | +37.4% |
| 6M | +28.3% | +67.3% | -39.0% | +15.3% |
| YTD | -6.0% | +43.6% | -49.6% | -13.3% |
| 1Y | +1.4% | +89.2% | -87.8% | -11.1% |
| 3Y | +11.8% | +502.5% | -490.7% | -21.9% |
| 5Y | -2.0% | +173.8% | -175.8% | -27.2% |
| 10Y | +239.6% | +3,189.3% | -2,949.7% | +70.9% |
| All | +257.3% | +1,727.4% | -1,470.1% | +76.1% |
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