+589.7%
NTAP vs CVE
+144.4%
+445.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -23.4% | -10.8% | -12.6% | -21.6% |
| 3M | -7.5% | -4.3% | -3.2% | -6.9% |
| 6M | +56.4% | -1.5% | +57.8% | +55.7% |
| YTD | +73.6% | +70.7% | +2.9% | +52.7% |
| 1Y | +68.4% | +58.1% | +10.3% | +50.4% |
| 3Y | +150.6% | +69.8% | +80.7% | +116.1% |
| 5Y | +122.5% | +148.9% | -26.5% | +71.1% |
| 10Y | +589.7% | +143.5% | +446.2% | +335.0% |
| All | +589.7% | +144.4% | +445.3% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling