+590.2%
NTAP vs CP
+219.6%
+370.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +3.3% | +2.4% | +0.8% | +2.0% |
| 30D | -0.2% | -0.5% | +0.3% | 0.0% |
| 3M | +11.4% | +1.4% | +10.0% | +10.3% |
| 6M | +88.7% | +10.3% | +78.4% | +77.4% |
| YTD | +78.9% | +24.3% | +54.6% | +57.6% |
| 1Y | +58.8% | +20.4% | +38.4% | +41.9% |
| 3Y | +153.5% | +21.8% | +131.8% | +119.7% |
| 5Y | +136.7% | +31.5% | +105.2% | +91.6% |
| 10Y | +590.2% | +223.2% | +367.0% | +231.0% |
| All | +590.2% | +219.6% | +370.6% | +231.0% |
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