+76.3%
CL vs NTAP
+608.6%
-532.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.6% | +1.2% |
| 7D | +0.5% | -5.0% | +5.5% | +0.8% |
| 30D | +11.6% | -25.8% | +37.3% | +13.5% |
| 3M | +5.6% | -6.9% | +12.5% | +5.6% |
| 6M | +13.2% | +50.0% | -36.9% | +8.0% |
| YTD | +26.9% | +66.9% | -40.0% | +19.6% |
| 1Y | +27.3% | +58.3% | -30.9% | +20.6% |
| 3Y | +39.7% | +145.1% | -105.4% | +22.6% |
| 5Y | +41.3% | +114.2% | -72.9% | +25.0% |
| 10Y | +76.3% | +576.6% | -500.3% | +35.5% |
| All | +76.3% | +608.6% | -532.3% | +35.5% |
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