+7,384.4%
CME vs NTAP
+1,921.1%
+5,463.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | -0.6% | -5.0% | +4.4% | +0.5% |
| 30D | +8.5% | -25.8% | +34.3% | +15.7% |
| 3M | +16.0% | -6.9% | +22.9% | +16.5% |
| 6M | +9.3% | +50.0% | -40.7% | -4.3% |
| YTD | +15.3% | +66.9% | -51.6% | -2.7% |
| 1Y | +14.4% | +58.3% | -43.8% | -2.2% |
| 3Y | +59.9% | +145.1% | -85.2% | +15.2% |
| 5Y | +69.4% | +114.2% | -44.8% | +24.1% |
| 10Y | +299.5% | +576.6% | -277.1% | +86.1% |
| All | +7,384.4% | +1,921.1% | +5,463.3% | +2,120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling