+261.4%
NTAP vs CLBK
+65.5%
+195.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.6% |
| 7D | +7.4% | -1.5% | +8.8% | +7.9% |
| 30D | -1.4% | -1.0% | -0.3% | -1.0% |
| 3M | +24.6% | +22.9% | +1.6% | +15.5% |
| 6M | +105.9% | +44.2% | +61.7% | +79.9% |
| YTD | +88.5% | +64.0% | +24.6% | +57.1% |
| 1Y | +62.1% | +65.7% | -3.6% | +34.2% |
| 3Y | +169.1% | +54.1% | +115.0% | +120.5% |
| 5Y | +141.9% | +44.7% | +97.2% | +86.9% |
| All | +261.4% | +65.5% | +195.9% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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