+127.9%
NTAP vs CP
+25.5%
+102.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.3% |
| 7D | +7.2% | +2.1% | +5.1% | +6.3% |
| 30D | -18.4% | +9.3% | -27.7% | -21.4% |
| 3M | -11.3% | +0.5% | -11.8% | -11.7% |
| 6M | +53.8% | +10.4% | +43.3% | +46.4% |
| YTD | +72.0% | +28.7% | +43.3% | +51.8% |
| 1Y | +68.0% | +33.2% | +34.8% | +45.9% |
| 3Y | +149.5% | +38.4% | +111.0% | +107.1% |
| All | +127.9% | +25.5% | +102.4% | +89.2% |
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 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