+105.2%
CTVA vs NTAP
+122.8%
-17.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.7% | -1.0% | -3.7% | -4.5% |
| 30D | +11.1% | -7.5% | +18.6% | +12.3% |
| 3M | +13.7% | +14.6% | -0.9% | +10.7% |
| 6M | +11.2% | +91.0% | -79.8% | -3.1% |
| YTD | +26.9% | +73.7% | -46.8% | +12.5% |
| 1Y | +18.8% | +51.2% | -32.4% | +8.2% |
| 3Y | +75.9% | +146.1% | -70.2% | +37.6% |
| 5Y | +105.2% | +122.8% | -17.6% | +60.6% |
| All | +105.2% | +122.8% | -17.5% | +60.6% |
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