+153.5%
NTAP vs CCJ
+174.2%
-20.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +3.3% | +5.9% | -2.7% | +2.3% |
| 30D | -0.2% | +4.7% | -4.9% | -1.1% |
| 3M | +11.4% | -3.3% | +14.7% | +11.7% |
| 6M | +88.7% | -7.0% | +95.7% | +88.7% |
| YTD | +78.9% | +11.5% | +67.5% | +71.0% |
| 1Y | +58.8% | +32.3% | +26.5% | +44.2% |
| 3Y | +153.5% | +176.8% | -23.3% | +88.2% |
| All | +153.5% | +174.2% | -20.7% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 3y: compounded portfolio wealth divided by compounded CCJ 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…
3y analysis · Full analysis span regression · 6 months rolling