+30.9%
CL vs NTAP
+149.9%
-119.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | -0.8% | -1.4% | -2.2% |
| 30D | -4.8% | -0.5% | -4.3% | -4.8% |
| 3M | +4.9% | +4.1% | +0.8% | +5.5% |
| 6M | -5.7% | +88.0% | -93.7% | -2.7% |
| YTD | +14.4% | +75.6% | -61.2% | +17.8% |
| 1Y | +8.7% | +58.9% | -50.2% | +11.6% |
| All | +30.9% | +149.9% | -119.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling