+1,633.2%
NTRA vs CF
+159.6%
+1,473.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.2% |
| 7D | -19.7% | +4.8% | -24.5% | -20.7% |
| 30D | -22.1% | +9.7% | -31.8% | -23.9% |
| 3M | -2.0% | +1.2% | -3.2% | -2.8% |
| 6M | +60.6% | +7.4% | +53.2% | +56.1% |
| YTD | +36.2% | +60.5% | -24.3% | +16.6% |
| 1Y | +51.0% | +50.7% | +0.2% | +31.2% |
| 3Y | +567.5% | +64.8% | +502.7% | +451.3% |
| 5Y | +191.6% | +115.8% | +75.8% | +108.1% |
| 10Y | +2,914.3% | +481.0% | +2,433.3% | +1,440.2% |
| All | +1,633.2% | +159.6% | +1,473.7% | +831.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling