+246.7%
CB vs NTAP
+575.4%
-328.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | -7.8% | +8.5% | +1.9% |
| 30D | +8.2% | -25.8% | +34.0% | +13.0% |
| 3M | +6.3% | -11.2% | +17.5% | +7.5% |
| 6M | +16.2% | +49.9% | -33.7% | +5.5% |
| YTD | +19.3% | +66.9% | -47.5% | +5.4% |
| 1Y | +29.2% | +58.8% | -29.6% | +15.2% |
| 3Y | +71.4% | +140.8% | -69.4% | +33.0% |
| 5Y | +104.2% | +115.0% | -10.7% | +60.4% |
| 10Y | +246.7% | +570.8% | -324.1% | +108.9% |
| All | +246.7% | +575.4% | -328.8% | +108.9% |
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