+2,902.8%
NTRA vs CLBK
+64.7%
+2,838.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +1.6% | -1.5% | +3.0% | +2.1% |
| 30D | +3.8% | +6.7% | -2.9% | +1.4% |
| 3M | +48.2% | +21.2% | +27.1% | +38.4% |
| 6M | +61.0% | +42.0% | +19.0% | +42.2% |
| YTD | +44.2% | +63.3% | -19.1% | +20.6% |
| 1Y | +87.3% | +65.4% | +21.9% | +55.1% |
| 3Y | +509.4% | +52.5% | +457.0% | +398.9% |
| 5Y | +175.1% | +42.0% | +133.1% | +109.8% |
| All | +2,902.8% | +64.7% | +2,838.1% | +1,993.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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