+379.2%
NTAP vs CPAY
+1,524.4%
-1,145.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +2.2% | -2.5% | +4.7% | +3.2% |
| 30D | -7.0% | +1.3% | -8.3% | -7.7% |
| 3M | +12.3% | +13.5% | -1.2% | +6.0% |
| 6M | +85.1% | +24.7% | +60.4% | +67.1% |
| YTD | +74.8% | +34.9% | +39.8% | +51.8% |
| 1Y | +52.7% | +29.7% | +23.0% | +34.1% |
| 3Y | +147.7% | +49.4% | +98.3% | +100.9% |
| 5Y | +124.8% | +53.5% | +71.3% | +76.4% |
| 10Y | +589.7% | +152.5% | +437.2% | +332.1% |
| All | +379.2% | +1,524.4% | -1,145.1% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling