+151.9%
NTAP vs CAG
-35.9%
+187.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.4% | +3.8% |
| 7D | -2.4% | -1.8% | -0.7% | -2.6% |
| 30D | -23.4% | +9.7% | -33.1% | -22.7% |
| 3M | -7.5% | +0.5% | -8.0% | -7.1% |
| 6M | +56.4% | +8.9% | +47.4% | +57.7% |
| YTD | +73.6% | -8.4% | +82.0% | +75.2% |
| 1Y | +68.4% | -8.3% | +76.7% | +69.9% |
| All | +151.9% | -35.9% | +187.8% | +172.1% |
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