+576.6%
NTAP vs CMS
+127.7%
+448.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.5% | +4.0% |
| 7D | -5.0% | -0.9% | -4.0% | -4.8% |
| 30D | -25.8% | +7.1% | -32.8% | -26.9% |
| 3M | -6.9% | -1.3% | -5.6% | -6.8% |
| 6M | +50.0% | -2.7% | +52.7% | +50.1% |
| YTD | +66.9% | +2.6% | +64.3% | +64.6% |
| 1Y | +58.3% | -2.0% | +60.3% | +57.7% |
| 3Y | +145.1% | +39.6% | +105.5% | +118.3% |
| 5Y | +114.2% | +35.3% | +78.9% | +89.3% |
| 10Y | +576.6% | +132.3% | +444.2% | +493.1% |
| All | +576.6% | +127.7% | +448.9% | +493.1% |
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