+73.0%
CB vs NTAP
+154.9%
-81.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | 0.0% | +9.9% | -9.8% | +0.3% |
| 30D | +7.4% | -22.1% | +29.5% | +6.7% |
| 3M | +8.6% | -7.7% | +16.3% | +8.3% |
| 6M | +16.1% | +60.9% | -44.8% | +16.6% |
| YTD | +20.2% | +76.4% | -56.2% | +20.5% |
| 1Y | +27.2% | +69.3% | -42.1% | +27.5% |
| All | +73.0% | +154.9% | -81.8% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling