+2,650.8%
NTRA vs CF
+479.1%
+2,171.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | +4.8% | -2.1% | +1.7% |
| 30D | -19.2% | +4.7% | -23.9% | -20.2% |
| 3M | +2.7% | +7.4% | -4.7% | +0.4% |
| 6M | +63.4% | +0.6% | +62.8% | +61.1% |
| YTD | +39.3% | +64.1% | -24.8% | +17.3% |
| 1Y | +59.0% | +51.4% | +7.6% | +36.7% |
| 3Y | +557.4% | +67.8% | +489.6% | +432.3% |
| 5Y | +177.4% | +114.1% | +63.2% | +90.3% |
| All | +2,650.8% | +479.1% | +2,171.7% | +1,252.1% |
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