+11.7%
CCI vs NTAP
+148.4%
-136.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | +2.5% | +7.2% | -4.7% | +2.4% |
| 30D | +14.4% | -18.4% | +32.8% | +14.8% |
| 3M | +21.7% | -11.3% | +33.0% | +22.0% |
| 6M | +4.0% | +53.8% | -49.7% | +3.6% |
| YTD | +6.2% | +72.0% | -65.8% | +5.2% |
| 1Y | +5.4% | +68.0% | -62.6% | +4.4% |
| 3Y | +11.7% | +149.5% | -137.7% | -1.9% |
| All | +11.7% | +148.4% | -136.7% | -1.9% |
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 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