+13.0%
CVS vs NTAP
+124.7%
-111.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | +6.6% | +7.2% | -0.6% | +6.2% |
| 30D | -0.4% | -18.4% | +17.9% | +0.5% |
| 3M | -5.3% | -11.3% | +6.1% | -4.9% |
| 6M | -7.7% | +53.8% | -61.5% | -11.2% |
| YTD | +16.0% | +72.0% | -55.9% | +10.3% |
| 1Y | +16.2% | +68.0% | -51.8% | +10.7% |
| 3Y | +47.6% | +149.5% | -101.9% | +27.8% |
| All | +13.0% | +124.7% | -111.7% | -3.9% |
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