+917.3%
NTAP vs CF
+5,277.9%
-4,360.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +6.2% | -15.9% | -11.4% |
| 7D | -22.5% | +0.4% | -22.9% | -22.8% |
| 30D | -25.7% | +2.2% | -27.9% | -26.5% |
| 3M | -9.0% | +2.1% | -11.1% | -10.4% |
| 6M | +49.2% | -6.5% | +55.7% | +49.0% |
| YTD | +60.6% | +55.6% | +5.0% | +37.0% |
| 1Y | +48.7% | +42.3% | +6.4% | +29.8% |
| 3Y | +135.6% | +55.7% | +79.8% | +94.8% |
| 5Y | +107.8% | +122.4% | -14.7% | +46.1% |
| 10Y | +609.4% | +568.5% | +40.9% | +235.8% |
| All | +917.3% | +5,277.9% | -4,360.6% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling