+423.6%
NTAP vs CFG
+347.0%
+76.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -15.1% | -0.9% | -14.2% | -14.8% |
| 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% | +52.7% |
| YTD | +60.4% | +11.4% | +49.0% | +52.4% |
| 1Y | +51.0% | +27.8% | +23.2% | +35.8% |
| 3Y | +135.6% | +173.3% | -37.7% | +54.0% |
| 5Y | +107.5% | +62.4% | +45.1% | +61.2% |
| 10Y | +608.6% | +249.6% | +359.0% | +273.0% |
| All | +423.6% | +347.0% | +76.5% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling