+589.7%
NTAP vs CLX
-3.8%
+593.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.1% |
| 7D | +2.2% | -4.9% | +7.1% | +2.8% |
| 30D | -7.0% | -15.8% | +8.8% | -5.2% |
| 3M | +12.3% | -7.9% | +20.2% | +13.2% |
| 6M | +85.1% | -19.0% | +104.2% | +89.8% |
| YTD | +74.8% | -7.9% | +82.7% | +75.3% |
| 1Y | +52.7% | -25.4% | +78.0% | +58.3% |
| 3Y | +147.7% | -35.0% | +182.7% | +160.2% |
| 5Y | +124.8% | -36.8% | +161.5% | +133.6% |
| 10Y | +589.7% | -1.4% | +591.1% | +503.6% |
| All | +589.7% | -3.8% | +593.5% | +503.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling