-62.8%
CSGP vs NTAP
+149.9%
-212.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.1% | -0.8% | -3.3% | -4.0% |
| 30D | +2.3% | -0.5% | +2.9% | +2.2% |
| 3M | -8.2% | +4.1% | -12.2% | -9.2% |
| 6M | -35.1% | +88.0% | -123.0% | -44.4% |
| YTD | -54.0% | +75.6% | -129.6% | -60.0% |
| 1Y | -65.3% | +58.9% | -124.2% | -69.2% |
| All | -62.8% | +149.9% | -212.7% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling