+68.1%
NTAP vs CASY
+32.1%
+36.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.5% |
| 7D | -16.1% | +0.8% | -16.9% | -16.0% |
| 30D | -15.9% | +9.4% | -25.4% | -15.5% |
| 3M | -1.2% | -20.6% | +19.3% | -2.7% |
| 6M | +70.1% | -20.7% | +90.8% | +70.5% |
| YTD | +77.9% | +22.5% | +55.4% | +77.7% |
| 1Y | +68.1% | +29.5% | +38.7% | +66.0% |
| All | +68.1% | +32.1% | +36.0% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling