+589.7%
NTAP vs CMS
+116.0%
+473.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -7.0% | -1.3% | -5.7% | -6.7% |
| 3M | +12.3% | -5.4% | +17.7% | +13.5% |
| 6M | +85.1% | -10.3% | +95.5% | +89.1% |
| YTD | +74.8% | -0.2% | +75.0% | +73.6% |
| 1Y | +52.7% | -0.9% | +53.5% | +51.6% |
| 3Y | +147.7% | +34.0% | +113.7% | +122.5% |
| 5Y | +124.8% | +23.6% | +101.2% | +104.1% |
| 10Y | +589.7% | +122.2% | +467.5% | +463.0% |
| All | +589.7% | +116.0% | +473.7% | +463.0% |
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