+243.0%
CB vs NTAP
+608.6%
-365.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.1% |
| 7D | -1.5% | -5.0% | +3.5% | -0.8% |
| 30D | +6.5% | -25.8% | +32.3% | +11.3% |
| 3M | +4.1% | -6.9% | +11.0% | +4.3% |
| 6M | +14.4% | +50.0% | -35.6% | +3.8% |
| YTD | +17.5% | +66.9% | -49.4% | +3.8% |
| 1Y | +27.5% | +58.3% | -30.7% | +13.8% |
| 3Y | +71.6% | +145.1% | -73.5% | +32.5% |
| 5Y | +100.6% | +114.2% | -13.6% | +57.7% |
| 10Y | +243.0% | +576.6% | -333.6% | +106.7% |
| All | +243.0% | +608.6% | -365.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling