+576.6%
NTAP vs CASY
+551.3%
+25.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.9% |
| 7D | -5.0% | +3.6% | -8.5% | -6.0% |
| 30D | -25.8% | +7.2% | -33.0% | -27.4% |
| 3M | -6.9% | -16.9% | +10.0% | -2.6% |
| 6M | +50.0% | -19.3% | +69.3% | +56.5% |
| YTD | +66.9% | +25.6% | +41.3% | +49.4% |
| 1Y | +58.3% | +30.2% | +28.1% | +39.5% |
| 3Y | +145.1% | +154.9% | -9.7% | +64.0% |
| 5Y | +114.2% | +252.1% | -137.9% | +22.8% |
| 10Y | +576.6% | +535.8% | +40.7% | +202.1% |
| All | +576.6% | +551.3% | +25.2% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling