+58.8%
NTAP vs CPB
-31.9%
+90.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | +3.3% | -8.2% | +11.5% | +3.6% |
| 30D | -0.2% | -5.6% | +5.4% | -0.1% |
| 3M | +11.4% | +3.0% | +8.4% | +9.8% |
| 6M | +88.7% | -12.7% | +101.4% | +87.8% |
| YTD | +78.9% | -18.0% | +96.9% | +79.6% |
| 1Y | +58.8% | -31.7% | +90.6% | +61.7% |
| All | +58.8% | -31.9% | +90.7% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling