-58.4%
CSGP vs NTAP
+135.5%
-193.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.7% | +8.1% | -0.7% |
| 7D | +13.9% | -22.5% | +36.3% | +16.5% |
| 30D | +16.0% | -25.7% | +41.7% | +19.1% |
| 3M | +6.1% | -9.0% | +15.1% | +5.4% |
| 6M | -8.2% | +49.2% | -57.3% | -18.3% |
| YTD | -52.3% | +60.6% | -112.9% | -58.5% |
| 1Y | -54.5% | +48.7% | -103.2% | -59.8% |
| All | -58.4% | +135.5% | -193.9% | -66.6% |
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