+179.6%
CAH vs NTAP
+148.4%
+31.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.1% |
| 7D | +3.5% | +7.2% | -3.7% | +3.5% |
| 30D | +13.5% | -18.4% | +31.8% | +13.6% |
| 3M | +21.8% | -11.3% | +33.2% | +21.7% |
| 6M | +51.5% | +53.8% | -2.2% | +47.9% |
| YTD | +38.1% | +72.0% | -33.9% | +33.9% |
| 1Y | +37.7% | +68.0% | -30.3% | +33.7% |
| 3Y | +179.6% | +149.5% | +30.1% | +170.3% |
| All | +179.6% | +148.4% | +31.2% | +170.3% |
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