+1,700.8%
NTRA vs CRL
+294.9%
+1,405.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.4% |
| 7D | +1.1% | -0.6% | +1.6% | +1.3% |
| 30D | +0.6% | +5.0% | -4.3% | -2.4% |
| 3M | +51.8% | +50.6% | +1.3% | +17.0% |
| 6M | +63.6% | +60.9% | +2.7% | +19.4% |
| YTD | +41.5% | +40.7% | +0.7% | +10.6% |
| 1Y | +93.6% | +73.3% | +20.3% | +30.1% |
| 3Y | +498.0% | +40.6% | +457.5% | +296.2% |
| 5Y | +172.5% | -37.0% | +209.4% | +229.4% |
| 10Y | +2,960.8% | +244.3% | +2,716.5% | +915.4% |
| All | +1,700.8% | +294.9% | +1,405.9% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling