+75.7%
CTVA vs NTAP
+146.1%
-70.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -5.8% | +2.2% | -8.0% | -6.0% |
| 30D | +11.1% | -7.0% | +18.1% | +11.8% |
| 3M | +13.2% | +12.3% | +0.9% | +11.5% |
| 6M | +8.7% | +85.1% | -76.4% | -1.1% |
| YTD | +27.3% | +74.8% | -47.5% | +16.7% |
| 1Y | +18.0% | +52.7% | -34.7% | +10.3% |
| All | +75.7% | +146.1% | -70.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling