+124.8%
NTAP vs CAG
-41.8%
+166.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +2.2% | -6.6% | +8.8% | +2.2% |
| 30D | -7.0% | +2.3% | -9.3% | -7.1% |
| 3M | +12.3% | +16.3% | -4.0% | +11.7% |
| 6M | +85.1% | -16.0% | +101.2% | +86.9% |
| YTD | +74.8% | -7.7% | +82.5% | +75.6% |
| 1Y | +52.7% | -16.0% | +68.7% | +53.9% |
| 3Y | +147.7% | -37.7% | +185.4% | +151.7% |
| 5Y | +124.8% | -41.2% | +166.0% | +131.0% |
| All | +124.8% | -41.8% | +166.6% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling