+58.9%
NTAP vs CAG
-13.1%
+72.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | 0.0% |
| 7D | -0.8% | -3.8% | +3.0% | -1.1% |
| 30D | -0.5% | +3.1% | -3.7% | -0.4% |
| 3M | +4.1% | +23.5% | -19.4% | +4.5% |
| 6M | +88.0% | -14.8% | +102.8% | +91.6% |
| YTD | +75.6% | -5.4% | +81.0% | +77.7% |
| 1Y | +58.9% | -11.8% | +70.7% | +59.8% |
| All | +58.9% | -13.1% | +72.0% | +59.8% |
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