+135.8%
NTAP vs CVE
+54.6%
+81.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.7% | -7.0% | -9.1% |
| 7D | -22.5% | -14.1% | -8.4% | -19.6% |
| 30D | -25.7% | -11.6% | -14.1% | -23.6% |
| 3M | -9.0% | 0.0% | -9.1% | -9.3% |
| 6M | +49.2% | -8.4% | +57.6% | +51.3% |
| YTD | +60.6% | +65.9% | -5.3% | +36.8% |
| 1Y | +48.7% | +69.4% | -20.8% | +25.4% |
| All | +135.8% | +54.6% | +81.2% | +93.8% |
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