+201.1%
NTAP vs CRL
+1,630.9%
-1,429.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | -2.6% |
| 7D | -15.1% | -6.1% | -9.0% | -13.4% |
| 30D | -28.1% | +12.4% | -40.5% | -30.7% |
| 3M | -11.4% | +27.1% | -38.6% | -18.3% |
| 6M | +52.2% | +85.7% | -33.5% | +23.1% |
| YTD | +60.4% | +69.2% | -8.8% | +32.1% |
| 1Y | +51.0% | +97.5% | -46.5% | +18.0% |
| 3Y | +135.6% | +86.1% | +49.5% | +76.1% |
| 5Y | +107.5% | -10.0% | +117.6% | +91.0% |
| 10Y | +608.6% | +395.0% | +213.6% | +250.6% |
| All | +201.1% | +1,630.9% | -1,429.7% | +21.6% |
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 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