+305.8%
CME vs NTAP
+597.8%
-292.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.8% |
| 7D | +2.5% | -2.4% | +4.9% | +2.7% |
| 30D | +13.9% | -23.4% | +37.4% | +16.8% |
| 3M | +22.4% | -7.5% | +29.9% | +22.7% |
| 6M | +12.9% | +56.4% | -43.5% | +5.4% |
| YTD | +19.6% | +73.6% | -54.0% | +9.7% |
| 1Y | +17.7% | +68.4% | -50.7% | +8.3% |
| 3Y | +65.3% | +150.6% | -85.3% | +37.4% |
| 5Y | +75.1% | +122.5% | -47.3% | +47.0% |
| 10Y | +305.8% | +589.7% | -284.0% | +157.4% |
| All | +305.8% | +597.8% | -292.0% | +157.4% |
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