+149.5%
NTAP vs CRL
+42.4%
+107.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -0.8% | -1.0% | +0.3% | -0.6% |
| 30D | -0.5% | +10.7% | -11.2% | -2.8% |
| 3M | +4.1% | +55.3% | -51.2% | -5.9% |
| 6M | +88.0% | +60.7% | +27.3% | +67.4% |
| YTD | +75.6% | +44.6% | +30.9% | +59.8% |
| 1Y | +58.9% | +77.7% | -18.8% | +37.2% |
| All | +149.5% | +42.4% | +107.1% | +114.5% |
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