+136.7%
NTAP vs CHRW
+90.3%
+46.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +3.3% | +1.9% | +1.3% | +2.8% |
| 30D | -0.2% | +0.9% | -1.1% | -0.4% |
| 3M | +11.4% | -19.9% | +31.3% | +16.3% |
| 6M | +88.7% | -15.8% | +104.5% | +93.7% |
| YTD | +78.9% | -5.6% | +84.5% | +78.1% |
| 1Y | +58.8% | +21.0% | +37.8% | +48.0% |
| 3Y | +153.5% | +86.0% | +67.5% | +107.8% |
| 5Y | +136.7% | +88.6% | +48.1% | +97.1% |
| All | +136.7% | +90.3% | +46.5% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling