+127.9%
NTAP vs CRS
+800.5%
-672.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -1.9% |
| 7D | +7.2% | +4.8% | +2.4% | +6.0% |
| 30D | -18.4% | -23.2% | +4.8% | -13.9% |
| 3M | -11.3% | -45.5% | +34.2% | +1.0% |
| 6M | +53.8% | -33.1% | +86.9% | +66.4% |
| YTD | +72.0% | -7.2% | +79.2% | +70.3% |
| 1Y | +68.0% | -10.0% | +78.1% | +67.4% |
| 3Y | +149.5% | +332.3% | -182.8% | +62.9% |
| All | +127.9% | +800.5% | -672.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling