+131.1%
NTAP vs CVE
+317.2%
-186.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -1.3% |
| 30D | -0.5% | +16.7% | -17.3% | -3.9% |
| 3M | +4.1% | +9.3% | -5.2% | +1.7% |
| 6M | +88.0% | +43.6% | +44.4% | +71.2% |
| YTD | +75.6% | +93.6% | -18.0% | +48.8% |
| 1Y | +58.9% | +98.8% | -39.8% | +33.4% |
| 3Y | +153.6% | +73.6% | +80.0% | +112.5% |
| All | +131.1% | +317.2% | -186.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling