+136.7%
NTAP vs CLX
-35.2%
+171.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +3.3% | -3.5% | +6.8% | +3.4% |
| 30D | -0.2% | -11.9% | +11.7% | +0.3% |
| 3M | +11.4% | -2.6% | +14.0% | +11.5% |
| 6M | +88.7% | -18.2% | +106.8% | +92.2% |
| YTD | +78.9% | -5.9% | +84.8% | +79.2% |
| 1Y | +58.8% | -23.8% | +82.7% | +63.0% |
| 3Y | +153.5% | -33.6% | +187.1% | +162.5% |
| 5Y | +136.7% | -35.7% | +172.4% | +134.7% |
| All | +136.7% | -35.2% | +171.9% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling