+19,691.7%
NTAP vs CCEP
+3,663.6%
+16,028.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.1% |
| 7D | -0.8% | -3.1% | +2.3% | +0.2% |
| 30D | -0.5% | -2.6% | +2.1% | +0.2% |
| 3M | +4.1% | +14.9% | -10.9% | -0.9% |
| 6M | +88.0% | +2.3% | +85.7% | +85.1% |
| YTD | +75.6% | +17.8% | +57.7% | +64.7% |
| 1Y | +58.9% | +24.2% | +34.7% | +46.2% |
| 3Y | +153.6% | +84.7% | +68.8% | +102.0% |
| 5Y | +127.6% | +103.2% | +24.5% | +73.4% |
| 10Y | +580.4% | +257.4% | +323.0% | +317.1% |
| All | +19,691.7% | +3,663.6% | +16,028.2% | +5,779.5% |
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