+58.9%
NTAP vs CFG
+29.0%
+29.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.1% | +3.1% |
| 7D | -5.0% | +0.3% | -5.2% | -4.9% |
| 30D | -25.8% | +3.2% | -29.0% | -26.3% |
| 3M | -6.9% | -9.7% | +2.8% | -3.9% |
| 6M | +50.0% | +3.6% | +46.4% | +49.0% |
| YTD | +66.9% | +14.7% | +52.3% | +56.0% |
| All | +58.9% | +29.0% | +29.9% | +37.1% |
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