+127.9%
NTAP vs CVE
+158.6%
-30.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +7.2% | +5.9% | +1.3% | +5.8% |
| 30D | -18.4% | -10.9% | -7.5% | -16.4% |
| 3M | -11.3% | -4.5% | -6.8% | -10.7% |
| 6M | +53.8% | -1.0% | +54.7% | +53.0% |
| YTD | +72.0% | +74.7% | -2.8% | +48.9% |
| 1Y | +68.0% | +65.8% | +2.2% | +47.0% |
| 3Y | +149.5% | +73.2% | +76.3% | +109.3% |
| All | +127.9% | +158.6% | -30.7% | +68.0% |
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