+105.6%
NTAP vs CASY
+250.1%
-144.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -15.1% | +1.1% | -16.2% | -15.2% |
| 30D | -28.1% | +8.7% | -36.8% | -29.0% |
| 3M | -11.4% | -17.3% | +5.9% | -9.2% |
| 6M | +52.2% | -19.7% | +71.9% | +56.6% |
| YTD | +60.4% | +24.8% | +35.6% | +49.4% |
| 1Y | +51.0% | +31.9% | +19.1% | +38.6% |
| 3Y | +135.6% | +155.4% | -19.8% | +79.2% |
| All | +105.6% | +250.1% | -144.5% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling