+5,648.9%
CRM vs NTAP
+1,195.1%
+4,453.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -8.1% | -1.0% | -7.1% | -7.8% |
| 30D | +23.1% | -7.5% | +30.5% | +26.8% |
| 3M | +42.5% | +14.6% | +27.9% | +32.2% |
| 6M | +25.3% | +91.0% | -65.7% | -9.1% |
| YTD | -7.8% | +73.7% | -81.5% | -30.6% |
| 1Y | +1.0% | +51.2% | -50.2% | -19.2% |
| 3Y | +10.0% | +146.1% | -136.1% | -32.1% |
| 5Y | -3.9% | +122.8% | -126.7% | -38.9% |
| 10Y | +233.2% | +585.5% | -352.3% | +10.1% |
| All | +5,648.9% | +1,195.1% | +4,453.8% | +898.4% |
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