+19,472.4%
NTAP vs CPB
+113.3%
+19,359.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.6% |
| 30D | -23.4% | +16.9% | -40.4% | -26.2% |
| 3M | -7.5% | -0.6% | -7.0% | -8.1% |
| 6M | +56.4% | +11.4% | +45.0% | +51.0% |
| YTD | +73.6% | -14.8% | +88.5% | +77.1% |
| 1Y | +68.4% | -24.8% | +93.2% | +76.3% |
| 3Y | +150.6% | -36.6% | +187.2% | +167.3% |
| 5Y | +122.5% | -33.3% | +155.8% | +130.6% |
| 10Y | +589.7% | -40.4% | +630.1% | +608.2% |
| All | +19,472.4% | +113.3% | +19,359.1% | +14,819.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling