+147.5%
NTAP vs CF
+73.9%
+73.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.2% |
| 7D | -0.8% | +6.0% | -6.8% | -1.0% |
| 30D | -0.5% | +14.8% | -15.4% | -1.2% |
| 3M | +4.1% | +14.1% | -10.0% | +3.4% |
| 6M | +88.0% | +28.5% | +59.4% | +82.9% |
| YTD | +75.6% | +74.9% | +0.6% | +65.5% |
| 1Y | +58.9% | +61.7% | -2.8% | +51.0% |
| All | +147.5% | +73.9% | +73.6% | +128.7% |
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