+3,116.3%
CI vs NTAP
+23,420.6%
-20,304.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +4.4% | -0.5% | +5.0% | +4.4% |
| 3M | +0.7% | +4.1% | -3.4% | -0.1% |
| 6M | +0.3% | +88.0% | -87.6% | -7.1% |
| YTD | +3.8% | +75.6% | -71.8% | -3.3% |
| 1Y | -5.5% | +58.9% | -64.4% | -11.1% |
| 3Y | +8.1% | +153.6% | -145.5% | -5.1% |
| 5Y | +42.8% | +127.6% | -84.8% | +26.0% |
| 10Y | +143.9% | +580.4% | -436.5% | +88.4% |
| All | +3,116.3% | +23,420.6% | -20,304.3% | +1,564.7% |
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