+47.6%
NTR vs CRL
-38.6%
+86.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -2.2% |
| 7D | -2.5% | -6.9% | +4.5% | -1.7% |
| 30D | +17.0% | -3.2% | +20.2% | +17.4% |
| 3M | +22.2% | +46.5% | -24.4% | +16.6% |
| 6M | +5.2% | +63.1% | -57.9% | -1.5% |
| YTD | +29.7% | +36.9% | -7.2% | +24.0% |
| 1Y | +39.4% | +78.1% | -38.7% | +27.9% |
| 3Y | +38.2% | +36.7% | +1.5% | +29.6% |
| 5Y | +47.6% | -38.1% | +85.7% | +50.1% |
| All | +47.6% | -38.6% | +86.2% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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