-3.1%
CMG vs NTAP
+140.4%
-143.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.3% | -1.9% |
| 7D | -2.1% | +7.4% | -9.4% | -3.8% |
| 30D | +10.9% | -1.4% | +12.3% | +11.0% |
| 3M | +15.8% | +24.6% | -8.7% | +8.5% |
| 6M | +6.9% | +105.9% | -98.9% | -16.4% |
| YTD | -2.2% | +88.5% | -90.7% | -21.5% |
| 1Y | -7.1% | +62.1% | -69.2% | -21.8% |
| 3Y | -7.1% | +169.1% | -176.2% | -38.9% |
| All | -3.1% | +140.4% | -143.4% | -36.6% |
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