+68.0%
NTAP vs CRS
-14.1%
+82.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -2.0% |
| 7D | +7.2% | +4.8% | +2.4% | +6.3% |
| 30D | -18.4% | -23.2% | +4.8% | -15.4% |
| 3M | -11.3% | -45.5% | +34.2% | -3.3% |
| 6M | +53.8% | -33.1% | +86.9% | +64.0% |
| YTD | +72.0% | -7.2% | +79.2% | +75.5% |
| 1Y | +68.0% | -10.0% | +78.1% | +72.7% |
| All | +68.0% | -14.1% | +82.1% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling