+216.7%
CTVA vs NTAP
+290.2%
-73.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.5% | -9.2% | -2.8% |
| 7D | -4.5% | +7.4% | -11.9% | -6.3% |
| 30D | +11.3% | -1.4% | +12.7% | +11.4% |
| 3M | +12.3% | +24.6% | -12.2% | +5.1% |
| 6M | +7.2% | +105.9% | -98.7% | -14.8% |
| YTD | +26.0% | +88.5% | -62.5% | +2.4% |
| 1Y | +16.0% | +62.1% | -46.1% | -1.6% |
| 3Y | +73.9% | +169.1% | -95.1% | +19.0% |
| 5Y | +103.8% | +141.9% | -38.1% | +41.7% |
| All | +216.7% | +290.2% | -73.5% | +65.2% |
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