+80.9%
NTAP vs CAI
-14.7%
+95.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.3% |
| 7D | +7.2% | -8.7% | +15.9% | +7.8% |
| 30D | -18.4% | -23.8% | +5.5% | -16.6% |
| 3M | -11.3% | +3.9% | -15.2% | -9.9% |
| 6M | +53.8% | +56.8% | -3.1% | +54.0% |
| YTD | +72.0% | -14.6% | +86.6% | +76.1% |
| 1Y | +68.0% | -5.2% | +73.2% | +71.4% |
| All | +80.9% | -14.7% | +95.6% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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