+153.5%
NTAP vs CLX
-34.1%
+187.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.8% |
| 7D | +3.3% | -3.5% | +6.8% | +3.0% |
| 30D | -0.2% | -11.9% | +11.7% | -1.0% |
| 3M | +11.4% | -2.6% | +14.0% | +11.4% |
| 6M | +88.7% | -18.2% | +106.8% | +90.9% |
| YTD | +78.9% | -5.9% | +84.8% | +79.7% |
| 1Y | +58.8% | -23.8% | +82.7% | +61.1% |
| 3Y | +153.5% | -33.6% | +187.1% | +150.5% |
| All | +153.5% | -34.1% | +187.7% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling