+19,788.8%
NTAP vs CLX
+1,216.8%
+18,572.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.3% |
| 7D | +9.9% | +8.5% | +1.3% | +7.8% |
| 30D | -22.1% | +30.0% | -52.1% | -27.0% |
| 3M | -7.7% | +3.8% | -11.5% | -8.9% |
| 6M | +60.9% | +24.6% | +36.3% | +50.5% |
| YTD | +76.4% | +12.8% | +63.7% | +68.1% |
| 1Y | +69.3% | +8.6% | +60.8% | +62.8% |
| 3Y | +154.6% | -8.6% | +163.3% | +152.0% |
| 5Y | +131.4% | -21.8% | +153.2% | +133.8% |
| 10Y | +600.9% | +30.4% | +570.5% | +483.4% |
| All | +19,788.8% | +1,216.8% | +18,572.0% | +9,203.0% |
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