+140.8%
NTAP vs CCJ
+73.2%
+67.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -25.8% | -17.2% | -8.5% | -23.1% |
| 3M | -11.2% | -25.1% | +13.9% | -6.6% |
| 6M | +49.9% | -37.6% | +87.5% | +62.0% |
| YTD | +66.9% | -20.4% | +87.2% | +69.1% |
| 1Y | +58.8% | -22.5% | +81.4% | +61.6% |
| 3Y | +140.8% | +72.5% | +68.4% | +99.6% |
| All | +140.8% | +73.2% | +67.6% | +99.6% |
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