+139.9%
CI vs NTAP
+596.0%
-456.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.5% |
| 30D | +0.5% | -7.0% | +7.5% | +1.8% |
| 3M | -5.2% | +12.3% | -17.5% | -7.6% |
| 6M | +4.3% | +85.1% | -80.8% | -9.5% |
| YTD | +2.8% | +74.8% | -72.0% | -10.1% |
| 1Y | -5.8% | +52.7% | -58.5% | -15.4% |
| 3Y | +4.7% | +147.7% | -142.9% | -20.7% |
| 5Y | +42.7% | +124.8% | -82.1% | +9.0% |
| All | +139.9% | +596.0% | -456.1% | +23.2% |
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