+69.3%
NTAP vs CP
+33.3%
+36.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +9.9% | +0.9% | +9.0% | +9.7% |
| 30D | -22.1% | +10.3% | -32.5% | -23.2% |
| 3M | -7.7% | +2.3% | -10.0% | -7.6% |
| 6M | +60.9% | +10.7% | +50.2% | +57.4% |
| YTD | +76.4% | +29.3% | +47.1% | +56.6% |
| 1Y | +69.3% | +31.5% | +37.9% | +49.2% |
| All | +69.3% | +33.3% | +36.1% | +49.2% |
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