+95.2%
CNC vs NTAP
+650.8%
-555.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -7.0% | -0.4% |
| 7D | -0.9% | +7.4% | -8.3% | -2.6% |
| 30D | -1.0% | -1.4% | +0.4% | -0.8% |
| 3M | +4.5% | +24.6% | -20.0% | -1.1% |
| 6M | +85.2% | +105.9% | -20.7% | +53.5% |
| YTD | +61.4% | +88.5% | -27.1% | +36.3% |
| 1Y | +94.9% | +62.1% | +32.8% | +70.4% |
| 3Y | 0.0% | +169.1% | -169.1% | -27.7% |
| 5Y | +11.2% | +141.9% | -130.7% | -18.5% |
| All | +95.2% | +650.8% | -555.5% | -4.8% |
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 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