+7,194.0%
NTAP vs CHRW
+4,173.0%
+3,021.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.1% |
| 30D | -0.5% | -3.5% | +2.9% | +0.8% |
| 3M | +4.1% | -19.4% | +23.5% | +12.3% |
| 6M | +88.0% | -21.4% | +109.3% | +103.4% |
| YTD | +75.6% | -7.1% | +82.7% | +74.9% |
| 1Y | +58.9% | +17.8% | +41.1% | +40.6% |
| 3Y | +153.6% | +78.8% | +74.8% | +76.7% |
| 5Y | +127.6% | +83.5% | +44.1% | +51.2% |
| 10Y | +580.4% | +160.2% | +420.1% | +267.9% |
| All | +7,194.0% | +4,173.0% | +3,021.1% | +838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling