+19,691.7%
NTAP vs CNP
+820.3%
+18,871.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -0.5% | -1.8% | +1.3% | -0.2% |
| 3M | +4.1% | -4.6% | +8.7% | +4.9% |
| 6M | +88.0% | -8.8% | +96.8% | +90.9% |
| YTD | +75.6% | +5.2% | +70.3% | +73.3% |
| 1Y | +58.9% | +8.3% | +50.6% | +55.8% |
| 3Y | +153.6% | +54.9% | +98.7% | +129.7% |
| 5Y | +127.6% | +73.5% | +54.1% | +100.9% |
| 10Y | +580.4% | +139.1% | +441.3% | +450.4% |
| All | +19,691.7% | +820.3% | +18,871.5% | +13,779.1% |
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