+135.6%
NTAP vs CRL
+86.4%
+49.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | -1.9% |
| 7D | -15.1% | -6.1% | -9.0% | -13.9% |
| 30D | -28.1% | +12.4% | -40.5% | -29.7% |
| 3M | -11.4% | +27.1% | -38.6% | -16.0% |
| 6M | +52.2% | +85.7% | -33.5% | +32.1% |
| YTD | +60.4% | +69.2% | -8.8% | +41.3% |
| 1Y | +51.0% | +97.5% | -46.5% | +28.1% |
| 3Y | +135.6% | +86.1% | +49.5% | +99.3% |
| All | +135.6% | +86.4% | +49.1% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling