+897.6%
CCI vs NTAP
+4,286.9%
-3,389.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | +0.2% | +3.3% | -3.1% | -0.5% |
| 30D | +0.5% | -0.2% | +0.7% | +0.4% |
| 3M | -16.3% | +11.4% | -27.7% | -18.8% |
| 6M | -13.9% | +88.7% | -102.6% | -26.9% |
| YTD | -12.4% | +78.9% | -91.4% | -24.9% |
| 1Y | -15.2% | +58.8% | -74.0% | -25.5% |
| 3Y | -9.9% | +153.5% | -163.4% | -31.3% |
| 5Y | -50.8% | +136.7% | -187.6% | -62.5% |
| 10Y | +18.3% | +590.2% | -571.9% | -34.9% |
| All | +897.6% | +4,286.9% | -3,389.3% | +66.5% |
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