+180.2%
CAH vs NTAP
+146.1%
+34.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -2.2% | +2.2% | -4.4% | -2.3% |
| 30D | +1.2% | -7.0% | +8.2% | +1.4% |
| 3M | +13.1% | +12.3% | +0.8% | +12.7% |
| 6M | +8.5% | +85.1% | -76.7% | +4.8% |
| YTD | +17.6% | +74.8% | -57.1% | +14.1% |
| 1Y | +60.7% | +52.7% | +8.0% | +57.4% |
| All | +180.2% | +146.1% | +34.0% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling