+590.2%
NTAP vs CFG
+313.6%
+276.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +3.3% | +2.7% | +0.6% | +2.2% |
| 30D | -0.2% | -3.7% | +3.5% | +1.3% |
| 3M | +11.4% | +9.5% | +1.9% | +7.3% |
| 6M | +88.7% | +22.2% | +66.4% | +73.1% |
| YTD | +78.9% | +22.3% | +56.6% | +64.0% |
| 1Y | +58.8% | +39.4% | +19.4% | +38.0% |
| 3Y | +153.5% | +188.5% | -34.9% | +62.0% |
| 5Y | +136.7% | +101.5% | +35.2% | +68.9% |
| 10Y | +590.2% | +308.6% | +281.6% | +239.4% |
| All | +590.2% | +313.6% | +276.6% | +239.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling