+51.2%
NTAP vs CAG
-17.7%
+69.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.8% |
| 7D | -1.0% | -5.9% | +4.9% | -1.5% |
| 30D | -7.5% | -1.5% | -6.0% | -7.8% |
| 3M | +14.6% | +11.5% | +3.2% | +14.6% |
| 6M | +91.0% | -15.7% | +106.7% | +93.2% |
| YTD | +73.7% | -10.2% | +83.9% | +74.9% |
| 1Y | +51.2% | -18.1% | +69.3% | +50.8% |
| All | +51.2% | -17.7% | +69.0% | +50.8% |
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