+105.6%
NTAP vs CVE
+142.8%
-37.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -15.1% | -16.1% | +1.1% | -11.7% |
| 30D | -28.1% | -10.4% | -17.7% | -26.4% |
| 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% | +40.6% |
| 1Y | +51.0% | +66.0% | -15.0% | +31.8% |
| 3Y | +135.6% | +57.7% | +77.9% | +101.6% |
| All | +105.6% | +142.8% | -37.2% | +54.8% |
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 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