+589.7%
NTAP vs CRL
+244.4%
+345.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.1% |
| 7D | +2.2% | -4.6% | +6.8% | +3.6% |
| 30D | -7.0% | +0.5% | -7.5% | -7.4% |
| 3M | +12.3% | +46.6% | -34.3% | -1.0% |
| 6M | +85.1% | +57.3% | +27.9% | +57.8% |
| YTD | +74.8% | +39.5% | +35.2% | +54.1% |
| 1Y | +52.7% | +76.9% | -24.2% | +23.7% |
| 3Y | +147.7% | +39.4% | +108.3% | +104.2% |
| 5Y | +124.8% | -37.2% | +162.0% | +141.0% |
| 10Y | +589.7% | +253.4% | +336.3% | +234.8% |
| All | +589.7% | +244.4% | +345.3% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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