+572.0%
NTAP vs CMS
+125.4%
+446.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -15.1% | -1.3% | -13.7% | -14.9% |
| 30D | -28.1% | +6.3% | -34.4% | -29.1% |
| 3M | -11.4% | -2.1% | -9.4% | -11.2% |
| 6M | +52.2% | -5.1% | +57.3% | +53.2% |
| YTD | +60.4% | +1.3% | +59.2% | +58.6% |
| 1Y | +51.0% | -1.4% | +52.4% | +50.2% |
| 3Y | +135.6% | +36.9% | +98.6% | +111.0% |
| 5Y | +107.5% | +32.5% | +75.0% | +84.6% |
| All | +572.0% | +125.4% | +446.6% | +501.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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