+58.8%
NTAP vs CP
+19.5%
+39.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +3.3% | +2.4% | +0.8% | +2.7% |
| 30D | -0.2% | -0.5% | +0.3% | -0.1% |
| 3M | +11.4% | +1.4% | +10.0% | +11.1% |
| 6M | +88.7% | +10.3% | +78.4% | +81.9% |
| YTD | +78.9% | +24.3% | +54.6% | +61.7% |
| 1Y | +58.8% | +20.4% | +38.4% | +44.4% |
| All | +58.8% | +19.5% | +39.3% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling