+131.1%
NTAP vs CP
+32.0%
+99.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | -2.7% | +1.9% | +0.3% |
| 30D | -0.5% | +0.2% | -0.7% | -0.7% |
| 3M | +4.1% | +2.6% | +1.5% | +2.7% |
| 6M | +88.0% | +6.0% | +82.0% | +81.9% |
| YTD | +75.6% | +24.9% | +50.6% | +57.5% |
| 1Y | +58.9% | +20.1% | +38.8% | +44.8% |
| 3Y | +153.6% | +16.4% | +137.2% | +129.0% |
| All | +131.1% | +32.0% | +99.0% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling