+570.8%
NTAP vs CP
+255.2%
+315.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -7.8% | +2.8% | -10.6% | -9.0% |
| 30D | -25.8% | +11.0% | -36.8% | -29.8% |
| 3M | -11.2% | +3.8% | -15.1% | -13.3% |
| 6M | +49.9% | +9.5% | +40.5% | +41.7% |
| YTD | +66.9% | +28.2% | +38.7% | +44.2% |
| 1Y | +58.8% | +33.0% | +25.9% | +34.5% |
| 3Y | +140.8% | +35.5% | +105.3% | +96.7% |
| 5Y | +115.0% | +25.8% | +89.2% | +78.8% |
| 10Y | +570.8% | +250.7% | +320.1% | +225.1% |
| All | +570.8% | +255.2% | +315.6% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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