+135.6%
NTAP vs CFG
+168.6%
-33.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -15.1% | -0.9% | -14.2% | -14.7% |
| 30D | -28.1% | +1.1% | -29.1% | -28.3% |
| 3M | -11.4% | -12.0% | +0.6% | -6.9% |
| 6M | +52.2% | -2.2% | +54.4% | +52.9% |
| YTD | +60.4% | +11.4% | +49.0% | +51.9% |
| 1Y | +51.0% | +27.8% | +23.2% | +34.7% |
| 3Y | +135.6% | +173.3% | -37.7% | +57.2% |
| All | +135.6% | +168.6% | -33.1% | +57.2% |
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