+135.6%
NTAP vs CASY
+154.1%
-18.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -15.1% | +1.1% | -16.2% | -15.1% |
| 30D | -28.1% | +8.7% | -36.8% | -28.5% |
| 3M | -11.4% | -17.3% | +5.9% | -10.3% |
| 6M | +52.2% | -19.7% | +71.9% | +55.3% |
| YTD | +60.4% | +24.8% | +35.6% | +52.3% |
| 1Y | +51.0% | +31.9% | +19.1% | +41.7% |
| 3Y | +135.6% | +155.4% | -19.8% | +103.9% |
| All | +135.6% | +154.1% | -18.5% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling