+105.6%
NTAP vs CHRW
+49.0%
+56.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -15.1% | +0.6% | -15.6% | -15.1% |
| 30D | -28.1% | -7.3% | -20.8% | -27.0% |
| 3M | -11.4% | -14.2% | +2.7% | -8.7% |
| 6M | +52.2% | -25.1% | +77.3% | +60.0% |
| YTD | +60.4% | -21.2% | +81.6% | +65.6% |
| 1Y | +51.0% | -14.2% | +65.2% | +52.6% |
| 3Y | +135.6% | +63.5% | +72.0% | +97.0% |
| All | +105.6% | +49.0% | +56.6% | +87.7% |
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 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