+562.2%
NTAP vs CHD
+196.1%
+366.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | +7.2% | +3.6% | +3.6% | +6.7% |
| 30D | -18.4% | +10.4% | -28.8% | -19.6% |
| 3M | -11.3% | +12.2% | -23.5% | -13.0% |
| 6M | +53.8% | +19.9% | +33.8% | +48.7% |
| YTD | +72.0% | +36.4% | +35.6% | +61.5% |
| 1Y | +68.0% | +35.1% | +32.9% | +58.0% |
| 3Y | +149.5% | +29.2% | +120.3% | +132.3% |
| 5Y | +125.6% | +33.4% | +92.2% | +104.7% |
| All | +562.2% | +196.1% | +366.1% | +379.8% |
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