+562.2%
NTAP vs CNP
+146.5%
+415.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +7.2% | +1.3% | +5.9% | +6.8% |
| 30D | -18.4% | +3.8% | -22.2% | -19.3% |
| 3M | -11.3% | +2.4% | -13.7% | -12.0% |
| 6M | +53.8% | -1.2% | +54.9% | +53.7% |
| YTD | +72.0% | +9.3% | +62.7% | +66.3% |
| 1Y | +68.0% | +6.4% | +61.6% | +63.7% |
| 3Y | +149.5% | +66.4% | +83.1% | +107.1% |
| 5Y | +125.6% | +75.7% | +49.9% | +82.1% |
| All | +562.2% | +146.5% | +415.7% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling