+568.6%
NTAP vs CF
+470.5%
+98.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.3% | +3.9% |
| 7D | -2.4% | +10.4% | -12.8% | -4.7% |
| 30D | -23.4% | +7.6% | -31.0% | -25.0% |
| 3M | -7.5% | +5.2% | -12.7% | -9.3% |
| 6M | +56.4% | -0.1% | +56.4% | +54.2% |
| YTD | +73.6% | +61.7% | +11.9% | +48.4% |
| 1Y | +68.4% | +50.3% | +18.1% | +46.6% |
| 3Y | +150.6% | +66.0% | +84.6% | +106.0% |
| 5Y | +122.5% | +114.5% | +7.9% | +57.0% |
| All | +568.6% | +470.5% | +98.1% | +243.2% |
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