+3,203.1%
NTRA vs CF
+599.7%
+2,603.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.3% |
| 7D | +1.6% | -0.8% | +2.4% | +1.8% |
| 30D | +3.8% | +14.3% | -10.5% | +0.5% |
| 3M | +48.2% | +27.9% | +20.4% | +39.2% |
| 6M | +61.0% | +25.5% | +35.4% | +48.2% |
| YTD | +44.2% | +81.2% | -37.0% | +19.2% |
| 1Y | +87.3% | +66.5% | +20.8% | +57.6% |
| 3Y | +509.4% | +76.7% | +432.8% | +388.7% |
| 5Y | +175.1% | +237.8% | -62.7% | +60.6% |
| 10Y | +3,203.1% | +619.9% | +2,583.2% | +1,363.3% |
| All | +3,203.1% | +599.7% | +2,603.4% | +1,363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling