+97.0%
NTRA vs CRL
+78.8%
+18.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.7% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +19.5% | +10.7% | +8.8% | +15.6% |
| 3M | +47.8% | +55.3% | -7.5% | +26.5% |
| 6M | +61.6% | +60.7% | +1.0% | +35.4% |
| YTD | +43.3% | +44.6% | -1.4% | +23.6% |
| 1Y | +97.0% | +77.7% | +19.3% | +64.2% |
| All | +97.0% | +78.8% | +18.2% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling