+89.2%
NTRA vs CRS
+79.6%
+9.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.2% | -6.8% | +7.0% | +1.9% |
| 30D | +4.1% | -16.1% | +20.2% | +8.3% |
| 3M | +50.0% | -21.2% | +71.2% | +58.3% |
| 6M | +67.3% | +8.7% | +58.6% | +64.0% |
| YTD | +43.6% | +41.0% | +2.6% | +36.1% |
| 1Y | +89.2% | +82.7% | +6.6% | +71.0% |
| All | +89.2% | +79.6% | +9.7% | +71.0% |
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