+173.7%
NTAP vs CAVA
+43.2%
+130.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.3% | -1.5% | +4.8% | +3.5% |
| 30D | -0.2% | -3.7% | +3.4% | 0.0% |
| 3M | +11.4% | -18.3% | +29.7% | +13.5% |
| 6M | +88.7% | -23.5% | +112.2% | +93.1% |
| YTD | +78.9% | +2.5% | +76.5% | +73.0% |
| 1Y | +58.8% | -8.0% | +66.8% | +55.4% |
| 3Y | +153.5% | +53.5% | +100.0% | +148.1% |
| All | +173.7% | +43.2% | +130.5% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling