+4,995.0%
CB vs NTAP
+23,420.6%
-18,425.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | -3.1% | -0.5% | -2.6% | -3.1% |
| 3M | +9.0% | +4.1% | +4.9% | +7.9% |
| 6M | +2.9% | +88.0% | -85.1% | -7.0% |
| YTD | +10.1% | +75.6% | -65.5% | +0.3% |
| 1Y | +22.8% | +58.9% | -36.1% | +13.2% |
| 3Y | +73.8% | +153.6% | -79.8% | +46.8% |
| 5Y | +99.2% | +127.6% | -28.5% | +69.5% |
| 10Y | +218.2% | +580.4% | -362.2% | +125.3% |
| All | +4,995.0% | +23,420.6% | -18,425.6% | +2,181.0% |
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