+84.7%
NTAP vs CAI
-7.1%
+91.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | -0.5% | +52.4% | -52.9% | -1.7% |
| 3M | +4.1% | +45.1% | -41.0% | +3.0% |
| 6M | +88.0% | +26.2% | +61.7% | +86.4% |
| YTD | +75.6% | -7.1% | +82.7% | +76.6% |
| 1Y | +58.9% | -31.0% | +89.9% | +60.2% |
| All | +84.7% | -7.1% | +91.8% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling