+68.1%
NTAP vs CAG
-6.8%
+75.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.6% | -0.3% |
| 7D | -16.1% | +9.7% | -25.8% | -14.4% |
| 30D | -15.9% | +15.8% | -31.7% | -13.6% |
| 3M | -1.2% | +1.8% | -3.0% | -0.1% |
| 6M | +70.1% | +11.5% | +58.5% | +73.4% |
| YTD | +77.9% | -6.7% | +84.7% | +81.8% |
| 1Y | +68.1% | -5.6% | +73.8% | +70.9% |
| All | +68.1% | -6.8% | +75.0% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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