+28.0%
CL vs NTAP
+48.9%
-20.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | +1.3% | -15.1% | +16.4% | -0.7% |
| 30D | +11.4% | -28.1% | +39.4% | +7.2% |
| 3M | +4.4% | -11.4% | +15.9% | +2.9% |
| 6M | +10.8% | +52.2% | -41.4% | +14.0% |
| YTD | +25.1% | +60.4% | -35.3% | +29.4% |
| 1Y | +28.0% | +51.0% | -23.0% | +31.3% |
| All | +28.0% | +48.9% | -20.9% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling