+188.3%
NTAP vs CAVA
+33.0%
+155.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.5% | +5.1% | +8.1% |
| 7D | +7.4% | -8.0% | +15.4% | +8.6% |
| 30D | -1.4% | -19.6% | +18.2% | +1.5% |
| 3M | +24.6% | -36.7% | +61.2% | +32.1% |
| 6M | +105.9% | -30.6% | +136.5% | +113.8% |
| YTD | +88.5% | -4.8% | +93.3% | +84.1% |
| 1Y | +62.1% | -13.1% | +75.2% | +59.9% |
| 3Y | +169.1% | +48.8% | +120.3% | +165.8% |
| All | +188.3% | +33.0% | +155.3% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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