+303.4%
CME vs NTAP
+583.1%
-279.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | +3.9% | +7.2% | -3.2% | +3.2% |
| 30D | +11.3% | -18.4% | +29.7% | +13.4% |
| 3M | +19.6% | -11.3% | +30.9% | +20.4% |
| 6M | +8.1% | +53.8% | -45.7% | +1.1% |
| YTD | +20.4% | +72.0% | -51.6% | +10.6% |
| 1Y | +16.5% | +68.0% | -51.5% | +7.2% |
| 3Y | +66.4% | +149.5% | -83.0% | +38.3% |
| 5Y | +74.5% | +125.6% | -51.1% | +45.9% |
| All | +303.4% | +583.1% | -279.7% | +158.1% |
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