+589.7%
NTAP vs CASY
+565.2%
+24.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.8% | +3.4% |
| 7D | -2.4% | +5.8% | -8.2% | -4.0% |
| 30D | -23.4% | +10.7% | -34.1% | -25.7% |
| 3M | -7.5% | -13.9% | +6.3% | -4.2% |
| 6M | +56.4% | -18.4% | +74.8% | +62.9% |
| YTD | +73.6% | +29.6% | +44.0% | +54.0% |
| 1Y | +68.4% | +32.8% | +35.6% | +47.8% |
| 3Y | +150.6% | +162.3% | -11.7% | +66.3% |
| 5Y | +122.5% | +265.0% | -142.6% | +26.1% |
| 10Y | +589.7% | +555.4% | +34.4% | +204.1% |
| All | +589.7% | +565.2% | +24.6% | +204.1% |
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