+17,983.5%
NTAP vs CP
+8,073.7%
+9,909.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | -15.1% | +2.8% | -17.8% | -16.3% |
| 30D | -28.1% | +10.2% | -38.3% | -31.7% |
| 3M | -11.4% | +2.4% | -13.8% | -12.9% |
| 6M | +52.2% | +7.7% | +44.5% | +45.2% |
| YTD | +60.4% | +26.0% | +34.4% | +40.7% |
| 1Y | +51.0% | +34.6% | +16.4% | +28.0% |
| 3Y | +135.6% | +26.7% | +108.9% | +101.9% |
| 5Y | +107.5% | +24.9% | +82.6% | +76.0% |
| 10Y | +608.6% | +258.6% | +350.0% | +243.3% |
| All | +17,983.5% | +8,073.7% | +9,909.8% | +1,216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling