+19,472.4%
NTAP vs CLX
+1,200.5%
+18,271.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.8% | +4.0% |
| 7D | -2.4% | +7.8% | -10.2% | -4.1% |
| 30D | -23.4% | +28.5% | -52.0% | -28.1% |
| 3M | -7.5% | +1.3% | -8.8% | -8.2% |
| 6M | +56.4% | +23.4% | +33.0% | +46.6% |
| YTD | +73.6% | +11.4% | +62.3% | +65.9% |
| 1Y | +68.4% | +6.9% | +61.5% | +62.5% |
| 3Y | +150.6% | -9.8% | +160.4% | +148.7% |
| 5Y | +122.5% | -22.7% | +145.1% | +125.3% |
| 10Y | +589.7% | +28.7% | +561.0% | +475.7% |
| All | +19,472.4% | +1,200.5% | +18,271.9% | +9,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling