+68.0%
NTAP vs CG
-25.8%
+93.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -2.8% |
| 7D | +7.2% | +0.2% | +7.0% | +7.0% |
| 30D | -18.4% | +11.2% | -29.6% | -20.4% |
| 3M | -11.3% | -22.1% | +10.8% | -5.4% |
| 6M | +53.8% | -17.9% | +71.7% | +61.4% |
| YTD | +72.0% | -31.3% | +103.3% | +96.6% |
| 1Y | +68.0% | -24.0% | +92.0% | +82.0% |
| All | +68.0% | -25.8% | +93.9% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling