+65.1%
CSGP vs NTAP
+575.4%
-510.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.2% | -7.8% | +4.6% | -1.3% |
| 30D | +2.2% | -25.8% | +28.0% | +9.5% |
| 3M | -3.7% | -11.2% | +7.6% | -2.4% |
| 6M | -7.4% | +49.9% | -57.4% | -21.6% |
| YTD | -54.9% | +66.9% | -121.8% | -63.3% |
| 1Y | -54.9% | +58.8% | -113.7% | -62.7% |
| 3Y | -61.9% | +140.8% | -202.7% | -73.7% |
| 5Y | -63.1% | +115.0% | -178.1% | -73.9% |
| 10Y | +65.1% | +570.8% | -505.6% | -25.8% |
| All | +65.1% | +575.4% | -510.3% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling