+95.6%
NTR vs CRL
+155.7%
-60.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | +3.8% | -0.6% | +4.4% | +4.0% |
| 30D | +25.2% | +5.0% | +20.3% | +23.8% |
| 3M | +21.0% | +50.6% | -29.6% | +9.9% |
| 6M | +7.6% | +60.9% | -53.3% | -4.9% |
| YTD | +32.9% | +40.7% | -7.9% | +20.7% |
| 1Y | +43.1% | +73.3% | -30.3% | +22.5% |
| 3Y | +41.6% | +40.6% | +1.0% | +22.1% |
| 5Y | +54.8% | -37.0% | +91.7% | +72.0% |
| All | +95.6% | +155.7% | -60.1% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling