+6,832.3%
NTAP vs CHRW
+3,633.2%
+3,199.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.8% | -3.4% | -4.4% | -6.2% |
| 30D | -25.8% | -9.4% | -16.4% | -22.8% |
| 3M | -11.2% | -12.6% | +1.4% | -6.8% |
| 6M | +49.9% | -24.2% | +74.1% | +64.0% |
| YTD | +66.9% | -18.9% | +85.7% | +74.5% |
| 1Y | +58.8% | -13.7% | +72.5% | +61.5% |
| 3Y | +140.8% | +72.6% | +68.2% | +68.3% |
| 5Y | +115.0% | +55.6% | +59.4% | +52.4% |
| 10Y | +570.8% | +122.7% | +448.0% | +284.7% |
| All | +6,832.3% | +3,633.2% | +3,199.1% | +836.0% |
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