+105.6%
NTAP vs CCEP
+148.1%
-42.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -15.1% | +2.6% | -17.6% | -15.5% |
| 30D | -28.1% | +15.1% | -43.2% | -30.4% |
| 3M | -11.4% | +7.3% | -18.7% | -13.0% |
| 6M | +52.2% | +23.4% | +28.8% | +44.0% |
| YTD | +60.4% | +29.4% | +31.0% | +48.8% |
| 1Y | +51.0% | +34.2% | +16.8% | +38.4% |
| 3Y | +135.6% | +108.4% | +27.2% | +79.2% |
| All | +105.6% | +148.1% | -42.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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