+625.8%
NTAP vs CHD
+126.1%
+499.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +7.4% | -4.5% | +11.8% | +8.2% |
| 30D | -1.4% | -6.7% | +5.3% | -0.3% |
| 3M | +24.6% | -2.7% | +27.3% | +24.9% |
| 6M | +105.9% | -4.9% | +110.8% | +106.8% |
| YTD | +88.5% | +13.3% | +75.2% | +82.3% |
| 1Y | +62.1% | +1.0% | +61.1% | +60.3% |
| 3Y | +169.1% | +1.3% | +167.7% | +161.7% |
| 5Y | +141.9% | +20.8% | +121.0% | +120.4% |
| All | +625.8% | +126.1% | +499.7% | +445.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling