-54.9%
CSGP vs NTAP
+56.4%
-111.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.2% | -7.8% | +4.6% | -3.5% |
| 30D | +2.2% | -25.8% | +28.0% | +1.8% |
| 3M | -3.7% | -11.2% | +7.6% | -5.1% |
| 6M | -7.4% | +49.9% | -57.4% | -16.5% |
| YTD | -54.9% | +66.9% | -121.8% | -61.3% |
| 1Y | -54.9% | +58.8% | -113.7% | -60.9% |
| All | -54.9% | +56.4% | -111.2% | -60.9% |
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