+589.7%
NTAP vs CPB
-44.2%
+633.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +2.2% | -8.0% | +10.2% | +3.0% |
| 30D | -7.0% | -2.4% | -4.6% | -6.9% |
| 3M | +12.3% | +0.5% | +11.8% | +11.8% |
| 6M | +85.1% | -10.5% | +95.6% | +86.5% |
| YTD | +74.8% | -17.5% | +92.3% | +77.6% |
| 1Y | +52.7% | -31.0% | +83.7% | +58.1% |
| 3Y | +147.7% | -40.6% | +188.3% | +158.2% |
| 5Y | +124.8% | -37.7% | +162.5% | +129.6% |
| 10Y | +589.7% | -43.4% | +633.1% | +594.1% |
| All | +589.7% | -44.2% | +633.9% | +594.1% |
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