+19.6%
CCI vs NTAP
+591.7%
-572.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -4.4% | -1.0% | -3.4% | -4.3% |
| 30D | +0.3% | -7.5% | +7.8% | +1.3% |
| 3M | -20.0% | +14.6% | -34.6% | -21.7% |
| 6M | -14.5% | +91.0% | -105.5% | -23.3% |
| YTD | -14.9% | +73.7% | -88.5% | -22.6% |
| 1Y | -17.7% | +51.2% | -68.9% | -23.7% |
| 3Y | -12.4% | +146.1% | -158.5% | -28.0% |
| 5Y | -50.1% | +122.8% | -173.0% | -58.9% |
| All | +19.6% | +591.7% | -572.1% | -19.1% |
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