-53.3%
CSGP vs NTAP
+66.6%
-119.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.0% |
| 7D | +18.3% | -16.1% | +34.4% | +17.9% |
| 30D | +17.8% | -15.9% | +33.7% | +17.4% |
| 3M | +9.3% | -1.2% | +10.5% | +7.5% |
| 6M | -7.9% | +70.1% | -78.0% | -18.8% |
| YTD | -51.5% | +77.9% | -129.5% | -58.5% |
| 1Y | -53.3% | +68.1% | -121.4% | -59.4% |
| All | -53.3% | +66.6% | -119.9% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling