+173.5%
NTRA vs CRS
+1,363.4%
-1,189.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +0.2% | -6.8% | +7.0% | +2.5% |
| 30D | +4.1% | -16.1% | +20.2% | +10.1% |
| 3M | +50.0% | -21.2% | +71.2% | +61.5% |
| 6M | +67.3% | +8.7% | +58.6% | +61.0% |
| YTD | +43.6% | +41.0% | +2.6% | +25.8% |
| 1Y | +89.2% | +82.7% | +6.6% | +49.4% |
| 3Y | +502.5% | +604.8% | -102.2% | +176.8% |
| All | +173.5% | +1,363.4% | -1,189.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling