+576.6%
NTAP vs CF
+546.3%
+30.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | -5.0% | -0.9% | -4.1% | -5.0% |
| 30D | -25.8% | +6.9% | -32.7% | -27.2% |
| 3M | -6.9% | +4.8% | -11.7% | -8.7% |
| 6M | +50.0% | +4.7% | +45.3% | +46.0% |
| YTD | +66.9% | +56.5% | +10.5% | +43.7% |
| 1Y | +58.3% | +48.4% | +9.8% | +38.0% |
| 3Y | +145.1% | +59.1% | +86.0% | +103.5% |
| 5Y | +114.2% | +109.5% | +4.7% | +51.7% |
| 10Y | +576.6% | +487.0% | +89.6% | +248.2% |
| All | +576.6% | +546.3% | +30.3% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling