-0.8%
CRM vs NTAP
+140.4%
-141.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | -1.4% |
| 7D | -4.4% | +7.4% | -11.8% | -7.2% |
| 30D | +28.1% | -1.4% | +29.5% | +28.2% |
| 3M | +48.8% | +24.6% | +24.3% | +34.2% |
| 6M | +28.3% | +105.9% | -77.6% | -8.4% |
| YTD | -6.0% | +88.5% | -94.5% | -30.6% |
| 1Y | +1.4% | +62.1% | -60.7% | -20.0% |
| 3Y | +11.8% | +169.1% | -157.2% | -34.2% |
| All | -0.8% | +140.4% | -141.2% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling