+812.2%
CTAS vs NTAP
+570.6%
+241.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.7% | -7.8% | +8.4% | +2.6% |
| 30D | +11.3% | -25.8% | +37.1% | +19.5% |
| 3M | +11.4% | -11.2% | +22.7% | +13.4% |
| 6M | +35.6% | +49.9% | -14.3% | +15.8% |
| YTD | +20.7% | +66.9% | -46.2% | -1.1% |
| 1Y | +22.8% | +58.8% | -36.0% | +2.0% |
| 3Y | +73.4% | +140.8% | -67.4% | +19.3% |
| 5Y | +117.6% | +115.0% | +2.6% | +53.0% |
| All | +812.2% | +570.6% | +241.6% | +348.4% |
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 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