+68.1%
NTAP vs CHD
+30.9%
+37.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -0.3% |
| 7D | -16.1% | +6.9% | -23.0% | -13.2% |
| 30D | -15.9% | +17.1% | -33.1% | -9.7% |
| 3M | -1.2% | +9.1% | -10.3% | +3.4% |
| 6M | +70.1% | +21.4% | +48.7% | +85.4% |
| YTD | +77.9% | +34.9% | +43.1% | +93.9% |
| 1Y | +68.1% | +31.0% | +37.1% | +83.7% |
| All | +68.1% | +30.9% | +37.2% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling