+217.0%
NTAP vs CRBG
+117.3%
+99.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +8.1% |
| 7D | +7.4% | +0.6% | +6.8% | +7.2% |
| 30D | -1.4% | +2.6% | -4.0% | -2.3% |
| 3M | +24.6% | +24.0% | +0.6% | +15.3% |
| 6M | +105.9% | +50.5% | +55.4% | +76.6% |
| YTD | +88.5% | +17.1% | +71.4% | +76.8% |
| 1Y | +62.1% | +5.9% | +56.2% | +57.1% |
| 3Y | +169.1% | +122.7% | +46.3% | +98.8% |
| All | +217.0% | +117.3% | +99.7% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling