+216.8%
CB vs NTAP
+583.2%
-366.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.8% |
| 7D | -0.6% | +3.3% | -3.9% | -1.2% |
| 30D | -3.9% | -0.2% | -3.7% | -4.0% |
| 3M | +4.9% | +11.4% | -6.5% | +2.6% |
| 6M | +3.3% | +88.7% | -85.4% | -9.8% |
| YTD | +8.5% | +78.9% | -70.4% | -4.5% |
| 1Y | +22.1% | +58.8% | -36.8% | +9.8% |
| 3Y | +70.1% | +153.5% | -83.4% | +31.9% |
| 5Y | +97.4% | +136.7% | -39.3% | +53.0% |
| 10Y | +216.8% | +590.2% | -373.4% | +82.3% |
| All | +216.8% | +583.2% | -366.3% | +82.3% |
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