+813.4%
CTAS vs NTAP
+583.1%
+230.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.1% |
| 7D | +1.7% | +7.2% | -5.5% | -0.1% |
| 30D | +8.4% | -18.4% | +26.8% | +13.6% |
| 3M | +13.0% | -11.3% | +24.3% | +15.1% |
| 6M | +39.1% | +53.8% | -14.7% | +18.0% |
| YTD | +21.2% | +72.0% | -50.8% | -1.5% |
| 1Y | +21.6% | +68.0% | -46.4% | -0.6% |
| 3Y | +73.2% | +149.5% | -76.2% | +18.0% |
| 5Y | +115.7% | +125.6% | -9.9% | +49.5% |
| All | +813.4% | +583.1% | +230.3% | +344.9% |
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