-10.0%
CRM vs NTAP
+66.6%
-76.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -6.2% | -16.1% | +9.9% | -3.3% |
| 30D | -1.2% | -15.9% | +14.8% | +1.6% |
| 3M | +19.1% | -1.2% | +20.4% | +17.5% |
| 6M | +23.0% | +70.1% | -47.1% | +0.8% |
| YTD | -13.7% | +77.9% | -91.6% | -30.9% |
| 1Y | -10.0% | +68.1% | -78.1% | -25.8% |
| All | -10.0% | +66.6% | -76.6% | -25.8% |
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 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