+3,537.1%
CAH vs NTAP
+23,420.6%
-19,883.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.4% | -0.8% | +6.1% | +5.5% |
| 30D | +3.3% | -0.5% | +3.9% | +3.3% |
| 3M | +22.8% | +4.1% | +18.7% | +22.0% |
| 6M | +11.3% | +88.0% | -76.7% | +3.4% |
| YTD | +21.1% | +75.6% | -54.4% | +13.2% |
| 1Y | +67.2% | +58.9% | +8.3% | +57.8% |
| 3Y | +195.6% | +153.6% | +42.1% | +162.5% |
| 5Y | +413.8% | +127.6% | +286.2% | +358.4% |
| 10Y | +309.6% | +580.4% | -270.8% | +224.3% |
| All | +3,537.1% | +23,420.6% | -19,883.6% | +1,835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling