+105.6%
NTAP vs CNP
+73.6%
+32.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -15.1% | -4.2% | -10.9% | -14.4% |
| 30D | -28.1% | +5.5% | -33.6% | -28.8% |
| 3M | -11.4% | +0.6% | -12.0% | -11.6% |
| 6M | +52.2% | -2.8% | +55.1% | +52.5% |
| YTD | +60.4% | +7.9% | +52.6% | +57.0% |
| 1Y | +51.0% | +6.7% | +44.3% | +48.0% |
| 3Y | +135.6% | +61.1% | +74.4% | +103.4% |
| All | +105.6% | +73.6% | +32.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling