+41.9%
CMI vs NTAP
+61.4%
-19.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.7% | -0.8% | 0.0% | -0.6% |
| 30D | -13.4% | -0.5% | -12.9% | -13.4% |
| 3M | -17.0% | +4.1% | -21.1% | -17.7% |
| 6M | -1.6% | +88.0% | -89.6% | -14.2% |
| YTD | +11.0% | +75.6% | -64.6% | -1.1% |
| 1Y | +41.9% | +58.9% | -17.0% | +32.5% |
| All | +41.9% | +61.4% | -19.5% | +32.5% |
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