+576.6%
NTAP vs CP
+261.0%
+315.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.1% |
| 7D | -5.0% | +2.8% | -7.7% | -6.3% |
| 30D | -25.8% | +11.3% | -37.1% | -29.9% |
| 3M | -6.9% | +2.9% | -9.7% | -8.6% |
| 6M | +50.0% | +9.8% | +40.2% | +41.6% |
| YTD | +66.9% | +28.5% | +38.4% | +44.1% |
| 1Y | +58.3% | +33.5% | +24.8% | +33.8% |
| 3Y | +145.1% | +31.9% | +113.2% | +103.2% |
| 5Y | +114.2% | +25.5% | +88.7% | +78.4% |
| 10Y | +576.6% | +257.6% | +319.0% | +228.3% |
| All | +576.6% | +261.0% | +315.6% | +228.3% |
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