+175.9%
NTRA vs CF
+219.9%
-44.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | +0.6% | +6.0% | -5.4% | +0.4% |
| 30D | +19.5% | +14.8% | +4.7% | +19.0% |
| 3M | +47.8% | +14.1% | +33.7% | +47.1% |
| 6M | +61.6% | +28.5% | +33.1% | +57.6% |
| YTD | +43.3% | +74.9% | -31.7% | +35.0% |
| 1Y | +97.0% | +61.7% | +35.3% | +87.0% |
| 3Y | +424.9% | +80.3% | +344.6% | +383.9% |
| All | +175.9% | +219.9% | -44.1% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling