+73.4%
CL vs NTAP
+591.8%
-518.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | +1.3% | -15.1% | +16.4% | +2.3% |
| 30D | +11.4% | -28.1% | +39.4% | +13.5% |
| 3M | +4.4% | -11.4% | +15.9% | +4.7% |
| 6M | +10.8% | +52.2% | -41.4% | +5.5% |
| YTD | +25.1% | +60.4% | -35.3% | +18.2% |
| 1Y | +28.0% | +51.0% | -23.0% | +21.6% |
| 3Y | +37.6% | +135.6% | -97.9% | +21.1% |
| 5Y | +39.7% | +107.5% | -67.8% | +23.8% |
| All | +73.4% | +591.8% | -518.4% | +35.2% |
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