+58.9%
NTAP vs CHRW
+16.7%
+42.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.8% | -1.8% | +1.1% | -0.4% |
| 30D | -0.5% | -3.9% | +3.3% | +0.1% |
| 3M | +4.1% | -19.7% | +23.8% | +7.4% |
| 6M | +88.0% | -21.7% | +109.7% | +93.9% |
| YTD | +75.6% | -7.5% | +83.1% | +75.4% |
| 1Y | +58.9% | +17.3% | +41.6% | +52.1% |
| All | +58.9% | +16.7% | +42.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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