+53.5%
CME vs NTAP
+153.4%
-99.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.0% |
| 7D | -2.9% | +3.3% | -6.1% | -2.7% |
| 30D | +5.5% | -0.2% | +5.7% | +5.6% |
| 3M | +11.0% | +11.4% | -0.4% | +12.0% |
| 6M | -9.7% | +88.7% | -98.4% | -5.3% |
| YTD | +4.9% | +78.9% | -74.1% | +9.7% |
| 1Y | +10.1% | +58.8% | -48.7% | +14.2% |
| 3Y | +53.5% | +153.5% | -100.0% | +65.3% |
| All | +53.5% | +153.4% | -99.9% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling