+2,330.9%
CVS vs NTAP
+23,420.6%
-21,089.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | -0.8% | +4.7% | +4.0% |
| 30D | -2.4% | -0.5% | -1.9% | -2.4% |
| 3M | +2.7% | +4.1% | -1.4% | +2.1% |
| 6M | +21.9% | +88.0% | -66.1% | +14.2% |
| YTD | +24.7% | +75.6% | -50.8% | +17.4% |
| 1Y | +35.4% | +58.9% | -23.5% | +28.5% |
| 3Y | +65.2% | +153.6% | -88.4% | +48.1% |
| 5Y | +30.5% | +127.6% | -97.1% | +17.6% |
| 10Y | +40.4% | +580.4% | -540.0% | +12.8% |
| All | +2,330.9% | +23,420.6% | -21,089.7% | +1,047.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling