+9.1%
CME vs NTAP
+54.6%
-45.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.9% |
| 7D | -0.6% | +2.2% | -2.8% | -0.5% |
| 30D | +4.7% | -7.0% | +11.7% | +4.2% |
| 3M | +7.8% | +12.3% | -4.5% | +8.8% |
| 6M | -11.0% | +85.1% | -96.1% | -7.4% |
| YTD | +4.0% | +74.8% | -70.7% | +7.5% |
| 1Y | +9.1% | +52.7% | -43.6% | +10.3% |
| All | +9.1% | +54.6% | -45.5% | +10.3% |
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