+17.7%
CME vs NTAP
+66.4%
-48.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +2.5% |
| 7D | +2.5% | -2.4% | +4.9% | +2.3% |
| 30D | +13.9% | -23.4% | +37.4% | +11.9% |
| 3M | +22.4% | -7.5% | +29.9% | +21.3% |
| 6M | +12.9% | +56.4% | -43.5% | +15.2% |
| YTD | +19.6% | +73.6% | -54.0% | +22.3% |
| 1Y | +17.7% | +68.4% | -50.7% | +19.5% |
| All | +17.7% | +66.4% | -48.7% | +19.5% |
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 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