+4,100.0%
CMG vs NTAP
+742.9%
+3,357.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -1.5% | +3.3% | -4.7% | -2.5% |
| 30D | +12.7% | -0.2% | +12.9% | +12.4% |
| 3M | +26.3% | +11.4% | +14.9% | +21.0% |
| 6M | +4.5% | +88.7% | -84.2% | -16.9% |
| YTD | -0.1% | +78.9% | -79.0% | -19.5% |
| 1Y | -6.8% | +58.8% | -65.6% | -22.2% |
| 3Y | -5.0% | +153.5% | -158.5% | -34.1% |
| 5Y | -3.0% | +136.7% | -139.8% | -32.1% |
| 10Y | +323.6% | +590.2% | -266.6% | +86.9% |
| All | +4,100.0% | +742.9% | +3,357.1% | +1,210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling