+3,059.8%
NTRA vs CRL
+256.1%
+2,803.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | -0.3% |
| 7D | +0.2% | -3.5% | +3.8% | +2.4% |
| 30D | +4.1% | -2.1% | +6.3% | +5.4% |
| 3M | +50.0% | +48.0% | +2.1% | +16.4% |
| 6M | +67.3% | +64.7% | +2.6% | +19.8% |
| YTD | +43.6% | +39.5% | +4.1% | +12.5% |
| 1Y | +89.2% | +74.2% | +15.1% | +26.1% |
| 3Y | +502.5% | +39.4% | +463.2% | +297.5% |
| 5Y | +173.8% | -36.9% | +210.7% | +238.3% |
| All | +3,059.8% | +256.1% | +2,803.7% | +829.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling