+19,472.4%
NTAP vs CMS
+578.8%
+18,893.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -23.4% | +6.6% | -30.0% | -25.1% |
| 3M | -7.5% | +0.8% | -8.3% | -8.0% |
| 6M | +56.4% | -3.3% | +59.7% | +56.9% |
| YTD | +73.6% | +2.7% | +70.9% | +70.6% |
| 1Y | +68.4% | -4.0% | +72.4% | +68.8% |
| 3Y | +150.6% | +37.6% | +113.0% | +120.9% |
| 5Y | +122.5% | +35.4% | +87.0% | +94.2% |
| 10Y | +589.7% | +136.0% | +453.7% | +390.9% |
| All | +19,472.4% | +578.8% | +18,893.5% | +5,985.3% |
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 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