+49.2%
NTAP vs CVE
-6.7%
+55.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.7% | -7.0% | -9.5% |
| 7D | -22.5% | -14.1% | -8.4% | -21.8% |
| 30D | -25.7% | -11.6% | -14.1% | -24.9% |
| 3M | -9.0% | 0.0% | -9.1% | -7.5% |
| 6M | +49.2% | -8.4% | +57.6% | +52.9% |
| All | +49.2% | -6.7% | +55.9% | +52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling