+5,361.0%
CB vs NTAP
+21,390.5%
-16,029.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.2% | -15.1% | +15.3% | +2.4% |
| 30D | +9.1% | -28.1% | +37.1% | +13.7% |
| 3M | +3.4% | -11.4% | +14.9% | +4.5% |
| 6M | +14.1% | +52.2% | -38.1% | +5.8% |
| YTD | +18.0% | +60.4% | -42.4% | +8.2% |
| 1Y | +30.1% | +51.0% | -20.9% | +20.2% |
| 3Y | +71.8% | +135.6% | -63.8% | +45.8% |
| 5Y | +101.8% | +107.5% | -5.7% | +73.1% |
| 10Y | +252.1% | +608.6% | -356.5% | +146.7% |
| All | +5,361.0% | +21,390.5% | -16,029.6% | +2,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling