+287.5%
CAH vs NTAP
+650.8%
-363.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.5% | -9.2% | -2.4% |
| 7D | -5.1% | +7.4% | -12.5% | -6.6% |
| 30D | +0.2% | -1.4% | +1.5% | +0.3% |
| 3M | +6.3% | +24.6% | -18.3% | +0.7% |
| 6M | +9.4% | +105.9% | -96.5% | -9.5% |
| YTD | +15.0% | +88.5% | -73.6% | -3.2% |
| 1Y | +55.4% | +62.1% | -6.7% | +35.7% |
| 3Y | +173.8% | +169.1% | +4.8% | +99.2% |
| 5Y | +395.2% | +141.9% | +253.3% | +264.8% |
| All | +287.5% | +650.8% | -363.3% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling