+149.5%
NTAP vs CHRW
+81.1%
+68.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | -0.5% | -3.5% | +2.9% | 0.0% |
| 3M | +4.1% | -19.4% | +23.5% | +7.5% |
| 6M | +88.0% | -21.4% | +109.3% | +94.3% |
| YTD | +75.6% | -7.1% | +82.7% | +75.7% |
| 1Y | +58.9% | +17.8% | +41.1% | +52.0% |
| All | +149.5% | +81.1% | +68.5% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling