+577.3%
NTAP vs CASY
+569.1%
+8.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.5% | -11.3% | +10.8% | +2.9% |
| 3M | +4.1% | -0.6% | +4.7% | +2.8% |
| 6M | +88.0% | +10.7% | +77.2% | +77.9% |
| YTD | +75.6% | +37.1% | +38.4% | +54.1% |
| 1Y | +58.9% | +52.3% | +6.6% | +33.8% |
| 3Y | +153.6% | +215.2% | -61.6% | +57.2% |
| 5Y | +127.6% | +276.5% | -148.8% | +28.4% |
| All | +577.3% | +569.1% | +8.2% | +196.4% |
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