+503.2%
CMI vs NTAP
+650.8%
-147.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.5% | -7.3% | -1.6% |
| 7D | -0.7% | +7.4% | -8.1% | -3.1% |
| 30D | -12.4% | -1.4% | -11.0% | -12.2% |
| 3M | -14.8% | +24.6% | -39.3% | -21.3% |
| 6M | +0.8% | +105.9% | -105.1% | -23.7% |
| YTD | +10.2% | +88.5% | -78.3% | -14.2% |
| 1Y | +37.4% | +62.1% | -24.7% | +12.8% |
| 3Y | +153.3% | +169.1% | -15.8% | +66.4% |
| 5Y | +167.6% | +141.9% | +25.7% | +79.4% |
| All | +503.2% | +650.8% | -147.6% | +165.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling