+65.2%
CSGP vs NTAP
+591.8%
-526.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +1.3% | -15.1% | +16.3% | +5.2% |
| 30D | +10.7% | -28.1% | +38.8% | +19.4% |
| 3M | +3.3% | -11.4% | +14.7% | +4.5% |
| 6M | -10.3% | +52.2% | -62.5% | -24.6% |
| YTD | -54.6% | +60.4% | -115.0% | -62.6% |
| 1Y | -54.6% | +51.0% | -105.6% | -62.0% |
| 3Y | -60.3% | +135.6% | -195.9% | -72.5% |
| 5Y | -63.3% | +107.5% | -170.8% | -73.9% |
| All | +65.2% | +591.8% | -526.6% | -26.7% |
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 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