+680.5%
NTAP vs CVE
+62.8%
+617.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.7% | -7.0% | -9.1% |
| 7D | -22.5% | -14.1% | -8.4% | -19.5% |
| 30D | -25.7% | -11.6% | -14.1% | -23.5% |
| 3M | -9.0% | 0.0% | -9.1% | -9.3% |
| 6M | +49.2% | -8.4% | +57.6% | +51.0% |
| YTD | +60.6% | +65.9% | -5.3% | +39.3% |
| 1Y | +48.7% | +69.4% | -20.8% | +28.0% |
| 3Y | +135.6% | +55.9% | +79.6% | +102.6% |
| 5Y | +107.8% | +146.2% | -38.4% | +52.4% |
| 10Y | +609.4% | +140.6% | +468.8% | +342.7% |
| All | +680.5% | +62.8% | +617.7% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling