+61.6%
NTRA vs CF
+27.0%
+34.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | -0.8% |
| 7D | +0.6% | +6.0% | -5.4% | +2.5% |
| 30D | +19.5% | +14.8% | +4.7% | +25.1% |
| 3M | +47.8% | +14.1% | +33.7% | +55.2% |
| 6M | +61.6% | +28.5% | +33.1% | +83.2% |
| All | +61.6% | +27.0% | +34.7% | +83.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling