+68.1%
NTAP vs CLX
-6.5%
+74.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -0.2% |
| 7D | -16.1% | +14.2% | -30.3% | -13.2% |
| 30D | -15.9% | +22.7% | -38.6% | -11.5% |
| 3M | -1.2% | -2.8% | +1.5% | -0.6% |
| 6M | +70.1% | +17.7% | +52.4% | +76.6% |
| YTD | +77.9% | +3.3% | +74.6% | +83.8% |
| 1Y | +68.1% | -5.6% | +73.8% | +79.7% |
| All | +68.1% | -6.5% | +74.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling