+105.6%
NTAP vs CPB
-31.3%
+137.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | -15.1% | +8.0% | -23.0% | -14.9% |
| 30D | -28.1% | +22.4% | -50.5% | -27.8% |
| 3M | -11.4% | +2.5% | -14.0% | -11.1% |
| 6M | +52.2% | +12.2% | +40.0% | +52.1% |
| YTD | +60.4% | -12.8% | +73.2% | +61.0% |
| 1Y | +51.0% | -19.2% | +70.2% | +51.5% |
| 3Y | +135.6% | -35.6% | +171.1% | +135.1% |
| All | +105.6% | -31.3% | +137.0% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling