+753.2%
NTAP vs CVE
+89.9%
+663.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -1.4% |
| 30D | -0.5% | +16.7% | -17.3% | -4.3% |
| 3M | +4.1% | +9.3% | -5.2% | +1.3% |
| 6M | +88.0% | +43.6% | +44.4% | +69.9% |
| YTD | +75.6% | +93.6% | -18.0% | +47.0% |
| 1Y | +58.9% | +98.8% | -39.8% | +31.7% |
| 3Y | +153.6% | +73.6% | +80.0% | +112.4% |
| 5Y | +127.6% | +312.5% | -184.8% | +46.4% |
| 10Y | +580.4% | +161.0% | +419.3% | +318.2% |
| All | +753.2% | +89.9% | +663.3% | +425.9% |
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 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