+149.5%
NTAP vs CMS
+35.9%
+113.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.8% | +0.4% | -1.1% | -0.7% |
| 30D | -0.5% | -3.6% | +3.1% | -1.0% |
| 3M | +4.1% | -1.9% | +6.0% | +3.6% |
| 6M | +88.0% | -11.0% | +98.9% | +86.4% |
| YTD | +75.6% | +0.2% | +75.4% | +74.9% |
| 1Y | +58.9% | -1.3% | +60.2% | +58.2% |
| All | +149.5% | +35.9% | +113.7% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling