+107.8%
CB vs NTAP
+124.7%
-16.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | +2.9% | +7.2% | -4.3% | +2.6% |
| 30D | +7.3% | -18.4% | +25.7% | +8.3% |
| 3M | +9.4% | -11.3% | +20.7% | +9.7% |
| 6M | +19.6% | +53.8% | -34.1% | +14.5% |
| YTD | +21.5% | +72.0% | -50.5% | +14.6% |
| 1Y | +28.0% | +68.0% | -40.0% | +21.0% |
| 3Y | +74.9% | +149.5% | -74.6% | +47.6% |
| All | +107.8% | +124.7% | -16.9% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling