+105.6%
NTAP vs CMS
+32.6%
+73.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | -15.1% | -1.3% | -13.7% | -15.0% |
| 30D | -28.1% | +6.3% | -34.4% | -28.2% |
| 3M | -11.4% | -2.1% | -9.4% | -11.4% |
| 6M | +52.2% | -5.1% | +57.3% | +52.4% |
| YTD | +60.4% | +1.3% | +59.2% | +59.6% |
| 1Y | +51.0% | -1.4% | +52.4% | +50.5% |
| 3Y | +135.6% | +36.9% | +98.6% | +122.0% |
| All | +105.6% | +32.6% | +73.1% | +91.1% |
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 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