+136.7%
NTAP vs CRL
-37.4%
+174.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.6% |
| 7D | +3.3% | -0.6% | +3.8% | +3.3% |
| 30D | -0.2% | +5.0% | -5.2% | -1.6% |
| 3M | +11.4% | +50.6% | -39.2% | -0.1% |
| 6M | +88.7% | +60.9% | +27.7% | +65.0% |
| YTD | +78.9% | +40.7% | +38.2% | +61.5% |
| 1Y | +58.8% | +73.3% | -14.5% | +34.9% |
| 3Y | +153.5% | +40.6% | +113.0% | +117.1% |
| 5Y | +136.7% | -37.0% | +173.7% | +131.6% |
| All | +136.7% | -37.4% | +174.1% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling