+155.3%
NTAP vs CHD
+3.2%
+152.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.6% |
| 7D | +3.3% | -2.9% | +6.2% | +2.8% |
| 30D | -0.2% | -6.2% | +6.0% | -1.1% |
| 3M | +11.4% | +1.6% | +9.8% | +11.9% |
| 6M | +88.7% | -3.5% | +92.2% | +89.2% |
| YTD | +78.9% | +16.2% | +62.7% | +80.8% |
| 1Y | +58.8% | +3.4% | +55.4% | +59.3% |
| All | +155.3% | +3.2% | +152.1% | +156.5% |
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