+136.7%
NTAP vs CG
+9.5%
+127.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | +3.3% | -1.3% | +4.5% | +3.7% |
| 30D | -0.2% | -3.2% | +3.0% | +0.7% |
| 3M | +11.4% | +6.2% | +5.2% | +8.4% |
| 6M | +88.7% | -4.7% | +93.3% | +90.0% |
| YTD | +78.9% | -20.6% | +99.5% | +91.8% |
| 1Y | +58.8% | -26.4% | +85.2% | +74.2% |
| 3Y | +153.5% | +55.4% | +98.2% | +103.4% |
| 5Y | +136.7% | +9.8% | +126.9% | +103.4% |
| All | +136.7% | +9.5% | +127.2% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling