+19,691.7%
NTAP vs CASY
+8,137.7%
+11,554.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +4.1% | -0.6% | +4.7% | +2.2% |
| 6M | +88.0% | +10.7% | +77.2% | +75.1% |
| YTD | +75.6% | +37.1% | +38.4% | +49.0% |
| 1Y | +58.9% | +52.3% | +6.6% | +28.2% |
| 3Y | +153.6% | +215.2% | -61.6% | +43.9% |
| 5Y | +127.6% | +276.5% | -148.8% | +17.0% |
| 10Y | +580.4% | +508.4% | +72.0% | +168.7% |
| All | +19,691.7% | +8,137.7% | +11,554.1% | +1,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling