+570.8%
NTAP vs CPB
-40.9%
+611.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -7.8% | +2.9% | -10.6% | -8.0% |
| 30D | -25.8% | +17.6% | -43.4% | -26.9% |
| 3M | -11.2% | +2.0% | -13.3% | -11.6% |
| 6M | +49.9% | +11.6% | +38.3% | +47.5% |
| YTD | +66.9% | -13.8% | +80.6% | +68.7% |
| 1Y | +58.8% | -21.6% | +80.4% | +62.1% |
| 3Y | +140.8% | -35.8% | +176.6% | +148.3% |
| 5Y | +115.0% | -33.3% | +148.3% | +117.5% |
| 10Y | +570.8% | -39.4% | +610.2% | +589.3% |
| All | +570.8% | -40.9% | +611.7% | +589.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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