+4,405.6%
CNC vs NTAP
+1,053.7%
+3,351.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.1% |
| 7D | -1.0% | +3.3% | -4.3% | -1.7% |
| 30D | -1.8% | -0.2% | -1.6% | -1.9% |
| 3M | -0.7% | +11.4% | -12.1% | -3.3% |
| 6M | +47.9% | +88.7% | -40.7% | +28.0% |
| YTD | +56.9% | +78.9% | -22.0% | +36.8% |
| 1Y | +123.9% | +58.8% | +65.1% | +99.8% |
| 3Y | -1.3% | +153.5% | -154.8% | -23.1% |
| 5Y | +2.8% | +136.7% | -134.0% | -19.9% |
| 10Y | +90.9% | +590.2% | -499.3% | +13.3% |
| All | +4,405.6% | +1,053.7% | +3,351.9% | +1,980.0% |
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