+124.8%
NTAP vs CLBK
+41.8%
+83.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | -7.0% | +6.7% | -13.7% | -8.3% |
| 3M | +12.3% | +21.2% | -8.9% | +7.5% |
| 6M | +85.1% | +42.0% | +43.1% | +70.9% |
| YTD | +74.8% | +63.3% | +11.5% | +56.3% |
| 1Y | +52.7% | +65.4% | -12.7% | +36.0% |
| 3Y | +147.7% | +52.5% | +95.2% | +120.4% |
| 5Y | +124.8% | +42.0% | +82.8% | +95.0% |
| All | +124.8% | +41.8% | +83.0% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling