+97.0%
NTRA vs CRS
+102.1%
-5.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +19.5% | -16.6% | +36.1% | +24.3% |
| 3M | +47.8% | -3.5% | +51.2% | +48.9% |
| 6M | +61.6% | +15.4% | +46.2% | +56.5% |
| YTD | +43.3% | +51.2% | -7.9% | +34.8% |
| 1Y | +97.0% | +98.3% | -1.3% | +79.3% |
| All | +97.0% | +102.1% | -5.0% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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