+19,691.7%
NTAP vs CMS
+562.1%
+19,129.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -0.5% | -3.6% | +3.1% | +0.5% |
| 3M | +4.1% | -1.9% | +6.0% | +4.3% |
| 6M | +88.0% | -11.0% | +98.9% | +93.6% |
| YTD | +75.6% | +0.2% | +75.4% | +74.2% |
| 1Y | +58.9% | -1.3% | +60.2% | +58.1% |
| 3Y | +153.6% | +35.9% | +117.6% | +124.5% |
| 5Y | +127.6% | +23.1% | +104.6% | +105.2% |
| 10Y | +580.4% | +117.9% | +462.5% | +397.8% |
| All | +19,691.7% | +562.1% | +19,129.6% | +6,115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling