+149.4%
NTAP vs CRS
+636.8%
-487.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -7.0% | -18.1% | +11.1% | -3.3% |
| 3M | +12.3% | -12.4% | +24.7% | +14.9% |
| 6M | +85.1% | +15.9% | +69.2% | +77.9% |
| YTD | +74.8% | +45.8% | +28.9% | +59.2% |
| 1Y | +52.7% | +87.8% | -35.1% | +30.3% |
| All | +149.4% | +636.8% | -487.3% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling