+590.2%
NTAP vs CHRW
+168.2%
+422.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +3.3% | +1.9% | +1.3% | +2.6% |
| 30D | -0.2% | +0.9% | -1.1% | -0.5% |
| 3M | +11.4% | -19.9% | +31.3% | +18.3% |
| 6M | +88.7% | -15.8% | +104.5% | +95.9% |
| YTD | +78.9% | -5.6% | +84.5% | +77.3% |
| 1Y | +58.8% | +21.0% | +37.8% | +42.8% |
| 3Y | +153.5% | +86.0% | +67.5% | +86.8% |
| 5Y | +136.7% | +88.6% | +48.1% | +66.9% |
| 10Y | +590.2% | +169.3% | +420.9% | +292.1% |
| All | +590.2% | +168.2% | +422.0% | +292.1% |
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