+572.0%
NTAP vs CF
+561.7%
+10.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -15.1% | -3.2% | -11.9% | -14.6% |
| 30D | -28.1% | +4.3% | -32.4% | -29.1% |
| 3M | -11.4% | +2.8% | -14.2% | -12.7% |
| 6M | +52.2% | +0.6% | +51.6% | +49.5% |
| YTD | +60.4% | +56.6% | +3.8% | +38.1% |
| 1Y | +51.0% | +49.6% | +1.4% | +31.4% |
| 3Y | +135.6% | +61.5% | +74.1% | +94.7% |
| 5Y | +107.5% | +124.0% | -16.4% | +43.6% |
| All | +572.0% | +561.7% | +10.3% | +237.5% |
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