+117.6%
CTAS vs NTAP
+114.4%
+3.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.7% | -7.8% | +8.4% | +1.9% |
| 30D | +11.3% | -25.8% | +37.1% | +16.4% |
| 3M | +11.4% | -11.2% | +22.7% | +12.5% |
| 6M | +35.6% | +49.9% | -14.3% | +20.7% |
| YTD | +20.7% | +66.9% | -46.2% | +3.9% |
| 1Y | +22.8% | +58.8% | -36.0% | +7.0% |
| 3Y | +73.4% | +140.8% | -67.4% | +26.4% |
| 5Y | +117.6% | +115.0% | +2.6% | +60.3% |
| All | +117.6% | +114.4% | +3.2% | +60.3% |
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 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