+576.6%
NTAP vs CHRW
+131.6%
+444.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.1% | +3.1% |
| 7D | -5.0% | +0.2% | -5.2% | -4.9% |
| 30D | -25.8% | -9.4% | -16.4% | -23.6% |
| 3M | -6.9% | -13.3% | +6.4% | -3.2% |
| 6M | +50.0% | -24.2% | +74.2% | +60.4% |
| YTD | +66.9% | -18.9% | +85.8% | +72.6% |
| 1Y | +58.3% | -12.4% | +70.6% | +59.1% |
| 3Y | +145.1% | +72.2% | +72.9% | +82.8% |
| 5Y | +114.2% | +53.4% | +60.8% | +62.6% |
| 10Y | +576.6% | +127.0% | +449.6% | +340.1% |
| All | +576.6% | +131.6% | +444.9% | +340.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling