+572.0%
NTAP vs CVE
+136.1%
+435.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -15.1% | -16.1% | +1.1% | -11.8% |
| 30D | -28.1% | -10.4% | -17.7% | -26.5% |
| 3M | -11.4% | -2.4% | -9.1% | -11.2% |
| 6M | +52.2% | -4.4% | +56.6% | +52.5% |
| YTD | +60.4% | +64.9% | -4.5% | +42.1% |
| 1Y | +51.0% | +66.0% | -15.0% | +33.3% |
| 3Y | +135.6% | +57.7% | +77.9% | +106.3% |
| 5Y | +107.5% | +144.7% | -37.2% | +60.1% |
| All | +572.0% | +136.1% | +435.8% | +327.3% |
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