+122.8%
NTAP vs CPAY
+53.2%
+69.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -1.0% | -2.7% | +1.7% | +0.1% |
| 30D | -7.5% | +0.6% | -8.1% | -7.9% |
| 3M | +14.6% | +17.0% | -2.4% | +6.5% |
| 6M | +91.0% | +24.1% | +66.9% | +72.2% |
| YTD | +73.7% | +35.7% | +38.0% | +49.5% |
| 1Y | +51.2% | +34.0% | +17.2% | +30.4% |
| 3Y | +146.1% | +50.3% | +95.9% | +96.7% |
| 5Y | +122.8% | +56.7% | +66.2% | +69.9% |
| All | +122.8% | +53.2% | +69.7% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling