+229.6%
NTAP vs CRL
+1,379.5%
-1,149.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -0.8% | -1.0% | +0.3% | -0.5% |
| 30D | -0.5% | +10.7% | -11.2% | -3.8% |
| 3M | +4.1% | +55.3% | -51.2% | -10.2% |
| 6M | +88.0% | +60.7% | +27.3% | +58.4% |
| YTD | +75.6% | +44.6% | +30.9% | +52.4% |
| 1Y | +58.9% | +77.7% | -18.8% | +28.0% |
| 3Y | +153.6% | +37.6% | +115.9% | +109.1% |
| 5Y | +127.6% | -35.8% | +163.5% | +133.6% |
| 10Y | +580.4% | +241.7% | +338.6% | +279.6% |
| All | +229.6% | +1,379.5% | -1,149.9% | +40.3% |
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 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