+579.4%
NTAP vs CHRW
+128.5%
+450.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +9.9% | +4.7% | +5.1% | +8.3% |
| 30D | -22.1% | -2.6% | -19.6% | -21.6% |
| 3M | -7.7% | -8.0% | +0.3% | -5.8% |
| 6M | +60.9% | -19.0% | +79.9% | +68.4% |
| YTD | +76.4% | -15.5% | +91.9% | +80.0% |
| 1Y | +69.3% | -10.8% | +80.2% | +69.5% |
| 3Y | +154.6% | +79.8% | +74.8% | +87.3% |
| 5Y | +131.4% | +59.3% | +72.2% | +73.8% |
| All | +579.4% | +128.5% | +450.9% | +331.7% |
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