-64.8%
CSGP vs NTAP
+128.6%
-193.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | +2.3% | -0.5% | +2.9% | +2.2% |
| 3M | -8.2% | +4.1% | -12.2% | -9.8% |
| 6M | -35.1% | +88.0% | -123.0% | -47.8% |
| YTD | -54.0% | +75.6% | -129.6% | -62.3% |
| 1Y | -65.3% | +58.9% | -124.2% | -70.7% |
| 3Y | -62.6% | +153.6% | -216.1% | -75.2% |
| All | -64.8% | +128.6% | -193.4% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling