+213.3%
NTAP vs CRL
+1,673.3%
-1,460.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | -7.8% | -1.7% | -6.0% | -7.3% |
| 30D | -25.8% | +14.6% | -40.4% | -29.0% |
| 3M | -11.2% | +24.8% | -36.1% | -17.7% |
| 6M | +49.9% | +94.7% | -44.8% | +19.5% |
| YTD | +66.9% | +73.4% | -6.5% | +36.3% |
| 1Y | +58.8% | +104.7% | -45.8% | +22.7% |
| 3Y | +140.8% | +101.1% | +39.8% | +75.6% |
| 5Y | +115.0% | -10.8% | +125.8% | +98.6% |
| 10Y | +570.8% | +358.8% | +212.0% | +240.2% |
| All | +213.3% | +1,673.3% | -1,460.1% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling