+3,260.9%
CI vs NTAP
+21,390.5%
-18,129.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.6% | -15.1% | +13.5% | +0.1% |
| 30D | +5.4% | -28.1% | +33.5% | +8.9% |
| 3M | +7.3% | -11.4% | +18.7% | +8.1% |
| 6M | +5.3% | +52.2% | -46.9% | -0.6% |
| YTD | +8.5% | +60.4% | -51.9% | +1.6% |
| 1Y | +17.1% | +51.0% | -33.9% | +10.4% |
| 3Y | +1.4% | +135.6% | -134.1% | -10.7% |
| 5Y | +50.5% | +107.5% | -57.1% | +33.6% |
| 10Y | +168.5% | +608.6% | -440.1% | +106.1% |
| All | +3,260.9% | +21,390.5% | -18,129.7% | +1,648.8% |
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