+683.8%
CTAS vs NTAP
+581.2%
+102.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | +1.0% | +2.2% | -1.2% | +0.4% |
| 30D | -1.1% | -7.0% | +6.0% | +0.8% |
| 3M | +11.5% | +12.3% | -0.8% | +7.0% |
| 6M | +0.2% | +85.1% | -85.0% | -18.9% |
| YTD | +7.2% | +74.8% | -67.6% | -12.1% |
| 1Y | 0.0% | +52.7% | -52.7% | -14.7% |
| 3Y | +65.9% | +147.7% | -81.7% | +15.1% |
| 5Y | +109.6% | +124.8% | -15.2% | +47.4% |
| 10Y | +683.8% | +589.7% | +94.0% | +272.3% |
| All | +683.8% | +581.2% | +102.6% | +272.3% |
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