+171.4%
NTRA vs CRL
-38.6%
+210.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.4% |
| 7D | -0.5% | -6.9% | +6.5% | +2.6% |
| 30D | +4.3% | -3.2% | +7.5% | +5.7% |
| 3M | +50.6% | +46.5% | +4.1% | +26.7% |
| 6M | +63.9% | +63.1% | +0.8% | +30.8% |
| YTD | +42.4% | +36.9% | +5.5% | +21.6% |
| 1Y | +92.1% | +78.1% | +14.0% | +44.3% |
| 3Y | +501.7% | +36.7% | +465.1% | +363.7% |
| 5Y | +171.4% | -38.1% | +209.5% | +222.1% |
| All | +171.4% | -38.6% | +210.0% | +222.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling