+31.8%
CVS vs NTAP
+129.9%
-98.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.9% | +2.2% | -4.1% | -2.0% |
| 30D | -0.3% | -7.0% | +6.7% | +0.2% |
| 3M | -1.1% | +12.3% | -13.4% | -1.9% |
| 6M | +23.7% | +85.1% | -61.4% | +17.2% |
| YTD | +23.0% | +74.8% | -51.8% | +17.0% |
| 1Y | +37.2% | +52.7% | -15.5% | +32.2% |
| 3Y | +62.4% | +147.7% | -85.2% | +41.4% |
| 5Y | +31.8% | +124.8% | -93.0% | +13.6% |
| All | +31.8% | +129.9% | -98.1% | +13.6% |
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