+19,691.7%
NTAP vs CRS
+4,352.4%
+15,339.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.5% | -16.6% | +16.1% | +5.7% |
| 3M | +4.1% | -3.5% | +7.5% | +4.6% |
| 6M | +88.0% | +15.4% | +72.5% | +75.5% |
| YTD | +75.6% | +51.2% | +24.4% | +48.0% |
| 1Y | +58.9% | +98.3% | -39.4% | +19.8% |
| 3Y | +153.6% | +651.5% | -498.0% | +12.1% |
| 5Y | +127.6% | +1,411.1% | -1,283.5% | -26.9% |
| 10Y | +580.4% | +1,424.3% | -844.0% | +82.1% |
| All | +19,691.7% | +4,352.4% | +15,339.3% | +2,568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling