+83.8%
NTAP vs CAI
-11.0%
+94.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.3% |
| 7D | +2.2% | -3.1% | +5.3% | +2.3% |
| 30D | -7.0% | +2.7% | -9.7% | -7.0% |
| 3M | +12.3% | +41.7% | -29.4% | +11.1% |
| 6M | +85.1% | +26.5% | +58.6% | +83.3% |
| YTD | +74.8% | -10.9% | +85.7% | +75.9% |
| 1Y | +52.7% | -29.2% | +81.9% | +54.2% |
| All | +83.8% | -11.0% | +94.8% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling