+280.6%
CME vs NTAP
+581.2%
-300.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | +4.7% | -7.0% | +11.7% | +5.5% |
| 3M | +7.8% | +12.3% | -4.5% | +6.1% |
| 6M | -11.0% | +85.1% | -96.1% | -18.4% |
| YTD | +4.0% | +74.8% | -70.7% | -4.2% |
| 1Y | +9.1% | +52.7% | -43.6% | +2.3% |
| 3Y | +52.3% | +147.7% | -95.4% | +27.4% |
| 5Y | +76.1% | +124.8% | -48.7% | +48.1% |
| 10Y | +280.6% | +589.7% | -309.1% | +131.0% |
| All | +280.6% | +581.2% | -300.6% | +131.0% |
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