+19.6%
CME vs NTAP
+66.6%
-47.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.2% |
| 7D | +4.8% | -16.1% | +20.9% | +3.4% |
| 30D | +14.2% | -15.9% | +30.1% | +12.7% |
| 3M | +17.9% | -1.2% | +19.2% | +17.5% |
| 6M | +7.2% | +70.1% | -62.8% | +10.5% |
| YTD | +16.7% | +77.9% | -61.2% | +20.0% |
| 1Y | +19.6% | +68.1% | -48.6% | +21.7% |
| All | +19.6% | +66.6% | -47.0% | +21.7% |
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