+589.7%
NTAP vs CG
+324.5%
+265.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.8% |
| 7D | +2.2% | -6.4% | +8.6% | +4.8% |
| 30D | -7.0% | -7.1% | 0.0% | -4.7% |
| 3M | +12.3% | -1.6% | +13.9% | +12.4% |
| 6M | +85.1% | -8.3% | +93.5% | +89.2% |
| YTD | +74.8% | -23.8% | +98.6% | +90.7% |
| 1Y | +52.7% | -28.7% | +81.4% | +70.1% |
| 3Y | +147.7% | +49.2% | +98.5% | +98.4% |
| 5Y | +124.8% | +5.5% | +119.3% | +96.8% |
| 10Y | +589.7% | +331.2% | +258.5% | +271.5% |
| All | +589.7% | +324.5% | +265.2% | +271.5% |
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