+559.0%
NTAP vs CG
+351.2%
+207.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -0.8% | -4.3% | +3.6% | +0.8% |
| 30D | -0.5% | -5.1% | +4.5% | +1.0% |
| 3M | +4.1% | +8.7% | -4.6% | +0.6% |
| 6M | +88.0% | -9.2% | +97.2% | +92.5% |
| YTD | +75.6% | -18.9% | +94.4% | +86.2% |
| 1Y | +58.9% | -25.6% | +84.6% | +73.0% |
| 3Y | +153.6% | +57.3% | +96.3% | +104.9% |
| 5Y | +127.6% | +10.2% | +117.5% | +99.8% |
| 10Y | +580.4% | +364.2% | +216.2% | +272.6% |
| All | +559.0% | +351.2% | +207.8% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling