+51.2%
NTAP vs CLX
-25.7%
+76.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.8% |
| 7D | -1.0% | -5.9% | +4.9% | -2.0% |
| 30D | -7.5% | -17.0% | +9.5% | -10.6% |
| 3M | +14.6% | -9.6% | +24.2% | +12.7% |
| 6M | +91.0% | -21.5% | +112.5% | +93.7% |
| YTD | +73.7% | -8.8% | +82.5% | +74.7% |
| 1Y | +51.2% | -24.7% | +75.9% | +48.3% |
| All | +51.2% | -25.7% | +76.9% | +48.3% |
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