-88.1%
CDE vs NTAP
+23,869.3%
-23,957.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | +2.3% | +3.3% | -1.0% | +2.0% |
| 30D | +18.8% | -0.2% | +19.0% | +18.7% |
| 3M | +23.5% | +11.4% | +12.1% | +22.0% |
| 6M | -8.6% | +88.7% | -97.3% | -14.4% |
| YTD | +16.0% | +78.9% | -62.9% | +9.3% |
| 1Y | +42.1% | +58.8% | -16.8% | +35.3% |
| 3Y | +835.9% | +153.5% | +682.4% | +752.8% |
| 5Y | +197.6% | +136.7% | +60.9% | +172.0% |
| 10Y | +39.6% | +590.2% | -550.6% | +17.1% |
| All | -88.1% | +23,869.3% | -23,957.3% | -89.9% |
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 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