+135.8%
NTAP vs CF
+56.6%
+79.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +6.2% | -15.9% | -9.7% |
| 7D | -22.5% | +0.4% | -22.9% | -22.4% |
| 30D | -25.7% | +2.2% | -27.9% | -25.6% |
| 3M | -9.0% | +2.1% | -11.1% | -9.1% |
| 6M | +49.2% | -6.5% | +55.7% | +49.7% |
| YTD | +60.6% | +55.6% | +5.0% | +52.6% |
| 1Y | +48.7% | +42.3% | +6.4% | +42.5% |
| All | +135.8% | +56.6% | +79.2% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling