+18,718.9%
NTAP vs CNP
+846.7%
+17,872.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | -5.0% | -4.3% | -0.6% | -4.1% |
| 30D | -25.8% | +5.7% | -31.5% | -26.6% |
| 3M | -6.9% | +0.9% | -7.8% | -7.1% |
| 6M | +50.0% | -1.1% | +51.1% | +50.0% |
| YTD | +66.9% | +8.3% | +58.7% | +63.8% |
| 1Y | +58.3% | +5.9% | +52.3% | +55.9% |
| 3Y | +145.1% | +64.6% | +80.5% | +119.5% |
| 5Y | +114.2% | +74.6% | +39.6% | +88.9% |
| 10Y | +576.6% | +139.8% | +436.7% | +446.7% |
| All | +18,718.9% | +846.7% | +17,872.1% | +13,020.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling