+11,898.0%
CMI vs NTAP
+23,869.3%
-11,971.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | +1.9% | +3.3% | -1.4% | +1.2% |
| 30D | -12.5% | -0.2% | -12.3% | -12.5% |
| 3M | -16.2% | +11.4% | -27.6% | -18.3% |
| 6M | +4.9% | +88.7% | -83.8% | -9.3% |
| YTD | +11.1% | +78.9% | -67.8% | -3.0% |
| 1Y | +43.4% | +58.8% | -15.4% | +28.2% |
| 3Y | +154.1% | +153.5% | +0.5% | +103.6% |
| 5Y | +169.5% | +136.7% | +32.8% | +117.7% |
| 10Y | +503.8% | +590.2% | -86.4% | +284.3% |
| All | +11,898.0% | +23,869.3% | -11,971.3% | +4,372.6% |
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