+68.1%
NTAP vs CFG
+34.2%
+33.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.3% |
| 7D | -16.1% | +1.8% | -17.9% | -16.5% |
| 30D | -15.9% | +3.3% | -19.2% | -16.7% |
| 3M | -1.2% | -9.8% | +8.6% | +1.8% |
| 6M | +70.1% | +5.2% | +64.9% | +67.7% |
| YTD | +77.9% | +16.1% | +61.8% | +65.4% |
| 1Y | +68.1% | +33.7% | +34.5% | +40.4% |
| All | +68.1% | +34.2% | +33.9% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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