+145.1%
NTAP vs CVE
+67.9%
+77.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.9% |
| 7D | -5.0% | -10.1% | +5.1% | -2.5% |
| 30D | -25.8% | -12.1% | -13.7% | -23.5% |
| 3M | -6.9% | -1.9% | -5.0% | -6.8% |
| 6M | +50.0% | -1.8% | +51.8% | +49.3% |
| YTD | +66.9% | +65.8% | +1.2% | +42.1% |
| 1Y | +58.3% | +60.8% | -2.6% | +35.5% |
| 3Y | +145.1% | +70.1% | +75.0% | +95.9% |
| All | +145.1% | +67.9% | +77.2% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling