+111.0%
CTAS vs NTAP
+135.7%
-24.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | 0.0% | +3.3% | -3.3% | -0.6% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +15.8% | +11.4% | +4.4% | +12.8% |
| 6M | -1.0% | +88.7% | -89.7% | -15.7% |
| YTD | +7.4% | +78.9% | -71.5% | -7.7% |
| 1Y | -0.1% | +58.8% | -58.9% | -11.7% |
| 3Y | +66.3% | +153.5% | -87.2% | +22.1% |
| 5Y | +111.0% | +136.7% | -25.8% | +52.1% |
| All | +111.0% | +135.7% | -24.7% | +52.1% |
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