+3,264.4%
CSGP vs NTAP
+5,238.6%
-1,974.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | -8.2% | +4.1% | -12.2% | -9.5% |
| 6M | -35.1% | +88.0% | -123.0% | -43.8% |
| YTD | -54.0% | +75.6% | -129.6% | -59.7% |
| 1Y | -65.3% | +58.9% | -124.2% | -69.0% |
| 3Y | -62.6% | +153.6% | -216.1% | -70.1% |
| 5Y | -64.8% | +127.6% | -192.5% | -71.5% |
| 10Y | +45.1% | +580.4% | -535.3% | -8.2% |
| All | +3,264.4% | +5,238.6% | -1,974.2% | +801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling