-4.1%
CMG vs NTAP
+124.7%
-128.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +2.5% | +7.2% | -4.7% | +1.0% |
| 30D | +15.6% | -18.4% | +34.0% | +20.0% |
| 3M | +8.2% | -11.3% | +19.5% | +9.4% |
| 6M | +9.9% | +53.8% | -43.9% | -7.4% |
| YTD | -4.6% | +72.0% | -76.6% | -23.2% |
| 1Y | +12.4% | +68.0% | -55.6% | -8.9% |
| 3Y | -18.0% | +149.5% | -167.5% | -46.5% |
| All | -4.1% | +124.7% | -128.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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