+579.4%
NTAP vs CFG
+214.3%
+365.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +9.9% | +1.6% | +8.2% | +9.2% |
| 30D | -22.1% | +3.3% | -25.4% | -23.0% |
| 3M | -7.7% | -11.5% | +3.8% | -3.2% |
| 6M | +60.9% | +6.2% | +54.7% | +56.4% |
| YTD | +76.4% | +14.3% | +62.2% | +66.0% |
| 1Y | +69.3% | +26.7% | +42.6% | +53.0% |
| 3Y | +154.6% | +187.8% | -33.1% | +63.7% |
| 5Y | +131.4% | +61.3% | +70.1% | +80.7% |
| All | +579.4% | +214.3% | +365.1% | +293.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling