+47.7%
CI vs NTAP
+106.9%
-59.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.6% | -15.1% | +13.5% | -1.4% |
| 30D | +5.4% | -28.1% | +33.5% | +5.8% |
| 3M | +7.3% | -11.4% | +18.7% | +7.2% |
| 6M | +5.3% | +52.2% | -46.9% | +2.9% |
| YTD | +8.5% | +60.4% | -51.9% | +5.7% |
| 1Y | +17.1% | +51.0% | -33.9% | +14.3% |
| 3Y | +1.4% | +135.6% | -134.1% | -7.8% |
| All | +47.7% | +106.9% | -59.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling