+48.7%
NTAP vs CRBG
+13.0%
+35.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -5.5% | -4.2% | -8.0% |
| 7D | -22.5% | -3.0% | -19.5% | -21.5% |
| 30D | -25.7% | -2.6% | -23.0% | -24.9% |
| 3M | -9.0% | +2.7% | -11.7% | -9.5% |
| 6M | +49.2% | +22.2% | +27.0% | +41.1% |
| YTD | +60.6% | +16.5% | +44.1% | +57.6% |
| 1Y | +48.7% | +16.9% | +31.7% | +45.7% |
| All | +48.7% | +13.0% | +35.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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