+6,781.2%
CME vs NTAP
+2,025.6%
+4,755.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +6.2% | -0.5% | +6.8% | +6.3% |
| 3M | +10.4% | +4.1% | +6.4% | +8.6% |
| 6M | -9.5% | +88.0% | -97.5% | -24.6% |
| YTD | +6.0% | +75.6% | -69.6% | -10.5% |
| 1Y | +9.3% | +58.9% | -49.6% | -5.7% |
| 3Y | +57.7% | +153.6% | -95.9% | +13.9% |
| 5Y | +77.7% | +127.6% | -50.0% | +29.5% |
| 10Y | +281.2% | +580.4% | -299.1% | +79.8% |
| All | +6,781.2% | +2,025.6% | +4,755.6% | +1,941.4% |
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 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