+570.8%
NTAP vs CG
+308.6%
+262.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -7.8% | +2.0% | -9.7% | -8.4% |
| 30D | -25.8% | +8.5% | -34.3% | -28.2% |
| 3M | -11.2% | -12.1% | +0.9% | -7.4% |
| 6M | +49.9% | -16.4% | +66.4% | +58.7% |
| YTD | +66.9% | -28.0% | +94.8% | +85.4% |
| 1Y | +58.8% | -18.9% | +77.7% | +68.2% |
| 3Y | +140.8% | +51.2% | +89.6% | +91.3% |
| 5Y | +115.0% | -15.9% | +130.9% | +106.2% |
| 10Y | +570.8% | +305.9% | +264.9% | +265.9% |
| All | +570.8% | +308.6% | +262.2% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling