+131.4%
NTAP vs CMS
+34.5%
+97.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +9.9% | -1.3% | +11.1% | +9.9% |
| 30D | -22.1% | +5.3% | -27.4% | -22.2% |
| 3M | -7.7% | -0.3% | -7.4% | -7.7% |
| 6M | +60.9% | -4.0% | +65.0% | +61.1% |
| YTD | +76.4% | +2.1% | +74.3% | +75.5% |
| 1Y | +69.3% | -4.7% | +74.1% | +69.5% |
| 3Y | +154.6% | +36.8% | +117.8% | +140.3% |
| 5Y | +131.4% | +34.9% | +96.6% | +115.9% |
| All | +131.4% | +34.5% | +97.0% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling