+1,723.2%
NTRA vs CF
+182.9%
+1,540.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | +0.6% | +6.0% | -5.4% | -0.7% |
| 30D | +19.5% | +14.8% | +4.7% | +15.7% |
| 3M | +47.8% | +14.1% | +33.7% | +42.7% |
| 6M | +61.6% | +28.5% | +33.1% | +48.3% |
| YTD | +43.3% | +74.9% | -31.7% | +21.0% |
| 1Y | +97.0% | +61.7% | +35.3% | +68.9% |
| 3Y | +424.9% | +80.3% | +344.6% | +324.5% |
| 5Y | +165.2% | +226.0% | -60.8% | +67.0% |
| 10Y | +3,114.3% | +569.9% | +2,544.4% | +1,503.0% |
| All | +1,723.2% | +182.9% | +1,540.3% | +866.9% |
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