+149.5%
NTAP vs CHD
+31.2%
+118.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.2% |
| 7D | +7.2% | +3.6% | +3.6% | +8.0% |
| 30D | -18.4% | +10.4% | -28.8% | -16.7% |
| 3M | -11.3% | +12.2% | -23.5% | -9.1% |
| 6M | +53.8% | +19.9% | +33.8% | +59.3% |
| YTD | +72.0% | +36.4% | +35.6% | +79.1% |
| 1Y | +68.0% | +35.1% | +32.9% | +74.9% |
| 3Y | +149.5% | +29.2% | +120.3% | +162.2% |
| All | +149.5% | +31.2% | +118.2% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling