+153.5%
NTAP vs CAG
-36.6%
+190.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.8% |
| 7D | +3.3% | -5.3% | +8.5% | +3.0% |
| 30D | -0.2% | +1.0% | -1.2% | -0.2% |
| 3M | +11.4% | +17.4% | -6.0% | +11.6% |
| 6M | +88.7% | -16.8% | +105.5% | +89.7% |
| YTD | +78.9% | -6.8% | +85.7% | +79.8% |
| 1Y | +58.8% | -15.4% | +74.2% | +59.5% |
| 3Y | +153.5% | -37.1% | +190.6% | +153.5% |
| All | +153.5% | -36.6% | +190.2% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling