+52.4%
CL vs NTAP
+576.5%
-524.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -4.8% | -0.5% | -4.3% | -4.8% |
| 3M | +4.9% | +4.1% | +0.8% | +4.4% |
| 6M | -5.7% | +88.0% | -93.7% | -11.6% |
| YTD | +14.4% | +75.6% | -61.2% | +7.8% |
| 1Y | +8.7% | +58.9% | -50.2% | +3.4% |
| 3Y | +30.0% | +153.6% | -123.6% | +14.1% |
| 5Y | +28.4% | +127.6% | -99.3% | +13.1% |
| All | +52.4% | +576.5% | -524.1% | +11.5% |
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