+577.3%
NTAP vs CFG
+318.3%
+259.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | -0.5% | -3.8% | +3.3% | +1.0% |
| 3M | +4.1% | +11.5% | -7.4% | -0.5% |
| 6M | +88.0% | +19.2% | +68.8% | +74.2% |
| YTD | +75.6% | +23.7% | +51.9% | +60.2% |
| 1Y | +58.9% | +38.8% | +20.1% | +38.3% |
| 3Y | +153.6% | +178.9% | -25.3% | +64.1% |
| 5Y | +127.6% | +101.8% | +25.9% | +62.4% |
| All | +577.3% | +318.3% | +259.0% | +231.7% |
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