+1,012.2%
NTAP vs CF
+5,948.3%
-4,936.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | -0.8% | +6.0% | -6.8% | -2.4% |
| 30D | -0.5% | +14.8% | -15.4% | -4.4% |
| 3M | +4.1% | +14.1% | -10.0% | -0.2% |
| 6M | +88.0% | +28.5% | +59.4% | +71.1% |
| YTD | +75.6% | +74.9% | +0.6% | +46.2% |
| 1Y | +58.9% | +61.7% | -2.8% | +34.8% |
| 3Y | +153.6% | +80.3% | +73.2% | +102.5% |
| 5Y | +127.6% | +226.0% | -98.3% | +43.6% |
| 10Y | +580.4% | +569.9% | +10.5% | +223.2% |
| All | +1,012.2% | +5,948.3% | -4,936.1% | +139.7% |
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 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