+68.4%
NTAP vs CFG
+28.5%
+39.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.8% |
| 7D | -2.4% | -0.8% | -1.6% | -2.1% |
| 30D | -23.4% | +3.1% | -26.6% | -24.0% |
| 3M | -7.5% | -9.7% | +2.2% | -4.6% |
| 6M | +56.4% | +6.7% | +49.7% | +53.5% |
| YTD | +73.6% | +15.2% | +58.4% | +62.3% |
| 1Y | +68.4% | +28.8% | +39.6% | +46.4% |
| All | +68.4% | +28.5% | +39.9% | +46.4% |
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