+17,983.5%
NTAP vs CCEP
+4,032.6%
+13,950.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -15.1% | +2.6% | -17.6% | -15.9% |
| 30D | -28.1% | +15.1% | -43.2% | -31.6% |
| 3M | -11.4% | +7.3% | -18.7% | -14.1% |
| 6M | +52.2% | +23.4% | +28.8% | +40.5% |
| YTD | +60.4% | +29.4% | +31.0% | +45.1% |
| 1Y | +51.0% | +34.2% | +16.8% | +34.9% |
| 3Y | +135.6% | +108.4% | +27.2% | +79.5% |
| 5Y | +107.5% | +147.3% | -39.7% | +47.6% |
| 10Y | +608.6% | +301.3% | +307.3% | +315.8% |
| All | +17,983.5% | +4,032.6% | +13,950.9% | +5,078.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling