+51.2%
NTAP vs CHD
+0.8%
+50.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.9% |
| 7D | -1.0% | -4.7% | +3.8% | -2.2% |
| 30D | -7.5% | -8.3% | +0.8% | -9.5% |
| 3M | +14.6% | -4.0% | +18.7% | +13.9% |
| 6M | +91.0% | -6.5% | +97.5% | +91.7% |
| YTD | +73.7% | +13.1% | +60.6% | +72.0% |
| 1Y | +51.2% | +2.3% | +48.9% | +49.8% |
| All | +51.2% | +0.8% | +50.4% | +49.8% |
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 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