+625.8%
NTAP vs CPAY
+155.2%
+470.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.6% |
| 7D | +7.4% | -2.0% | +9.3% | +8.3% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | +24.6% | +16.4% | +8.2% | +15.9% |
| 6M | +105.9% | +23.5% | +82.4% | +85.6% |
| YTD | +88.5% | +35.7% | +52.9% | +61.9% |
| 1Y | +62.1% | +30.2% | +31.9% | +41.1% |
| 3Y | +169.1% | +49.7% | +119.3% | +114.7% |
| 5Y | +141.9% | +56.6% | +85.3% | +84.5% |
| All | +625.8% | +155.2% | +470.6% | +349.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling