+166.0%
NTRA vs CF
+120.6%
+45.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.7% | -15.3% | -14.6% |
| 7D | -25.0% | -3.2% | -21.8% | -24.9% |
| 30D | -21.5% | +4.3% | -25.8% | -21.5% |
| 3M | +17.1% | +2.8% | +14.3% | +17.0% |
| 6M | +44.4% | +0.6% | +43.8% | +44.4% |
| YTD | +35.6% | +56.6% | -21.0% | +28.4% |
| 1Y | +56.5% | +49.6% | +6.9% | +48.9% |
| 3Y | +620.8% | +61.5% | +559.3% | +569.2% |
| All | +166.0% | +120.6% | +45.5% | +116.5% |
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