+58.9%
NTAP vs CLX
-20.9%
+79.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.1% |
| 7D | -0.8% | -9.2% | +8.5% | -2.5% |
| 30D | -0.5% | -11.0% | +10.5% | -2.7% |
| 3M | +4.1% | +5.0% | -1.0% | +6.4% |
| 6M | +88.0% | -18.8% | +106.8% | +92.4% |
| YTD | +75.6% | -4.4% | +80.0% | +78.3% |
| 1Y | +58.9% | -21.9% | +80.8% | +57.7% |
| All | +58.9% | -20.9% | +79.8% | +57.7% |
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