+58.9%
NTAP vs CP
+33.1%
+25.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.8% |
| 7D | -5.0% | +2.8% | -7.7% | -5.2% |
| 30D | -25.8% | +11.3% | -37.1% | -26.9% |
| 3M | -6.9% | +2.9% | -9.7% | -6.9% |
| 6M | +50.0% | +9.8% | +40.2% | +46.9% |
| YTD | +66.9% | +28.5% | +38.4% | +48.3% |
| All | +58.9% | +33.1% | +25.8% | +38.9% |
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