+19,691.8%
NTAP vs CHD
+9,343.5%
+10,348.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.8% | -2.7% | +1.9% | 0.0% |
| 30D | -0.5% | -4.6% | +4.1% | +0.8% |
| 3M | +4.1% | +5.0% | -1.0% | +2.1% |
| 6M | +88.0% | -3.2% | +91.2% | +88.1% |
| YTD | +75.6% | +18.6% | +56.9% | +64.7% |
| 1Y | +58.9% | +4.8% | +54.1% | +54.5% |
| 3Y | +153.6% | +6.1% | +147.4% | +141.0% |
| 5Y | +127.6% | +24.0% | +103.7% | +102.5% |
| 10Y | +580.4% | +124.5% | +455.9% | +379.8% |
| All | +19,691.8% | +9,343.5% | +10,348.2% | +3,931.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling