+105.6%
NTAP vs CG
-22.2%
+127.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -15.1% | -1.2% | -13.9% | -14.7% |
| 30D | -28.1% | +5.0% | -33.1% | -29.4% |
| 3M | -11.4% | -18.2% | +6.8% | -5.4% |
| 6M | +52.2% | -20.7% | +72.9% | +63.8% |
| YTD | +60.4% | -31.4% | +91.8% | +80.7% |
| 1Y | +51.0% | -22.3% | +73.3% | +62.0% |
| 3Y | +135.6% | +50.2% | +85.4% | +90.1% |
| All | +105.6% | -22.2% | +127.8% | +97.8% |
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