+149.5%
NTAP vs CFG
+191.5%
-42.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +7.2% | +3.2% | +4.0% | +5.9% |
| 30D | -18.4% | +5.1% | -23.5% | -19.9% |
| 3M | -11.3% | -11.2% | -0.1% | -7.0% |
| 6M | +53.8% | +9.6% | +44.2% | +47.4% |
| YTD | +72.0% | +15.0% | +57.0% | +60.8% |
| 1Y | +68.0% | +29.9% | +38.2% | +49.0% |
| 3Y | +149.5% | +192.1% | -42.6% | +59.8% |
| All | +149.5% | +191.5% | -42.0% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling