+69.3%
NTAP vs CPB
-25.8%
+95.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.5% |
| 7D | +9.9% | -5.8% | +15.7% | +9.4% |
| 30D | -22.1% | +16.5% | -38.6% | -22.0% |
| 3M | -7.7% | -1.1% | -6.6% | -7.0% |
| 6M | +60.9% | +11.5% | +49.5% | +57.1% |
| YTD | +76.4% | -15.7% | +92.2% | +81.0% |
| 1Y | +69.3% | -24.7% | +94.0% | +75.2% |
| All | +69.3% | -25.8% | +95.2% | +75.2% |
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