+55.6%
CVS vs NTAP
+146.1%
-90.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -1.9% | +2.2% | -4.1% | -1.9% |
| 30D | -0.3% | -7.0% | +6.7% | -0.3% |
| 3M | -1.1% | +12.3% | -13.4% | -0.9% |
| 6M | +23.7% | +85.1% | -61.4% | +24.0% |
| YTD | +23.0% | +74.8% | -51.8% | +23.4% |
| 1Y | +37.2% | +52.7% | -15.5% | +37.8% |
| All | +55.6% | +146.1% | -90.6% | +58.2% |
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 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