+19,479.5%
NTAP vs CLX
+964.9%
+18,514.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.0% | -5.9% | +4.9% | +0.5% |
| 30D | -7.5% | -17.0% | +9.5% | -3.3% |
| 3M | +14.6% | -9.6% | +24.2% | +17.1% |
| 6M | +91.0% | -21.5% | +112.5% | +100.3% |
| YTD | +73.7% | -8.8% | +82.5% | +74.8% |
| 1Y | +51.2% | -24.7% | +75.9% | +59.7% |
| 3Y | +146.1% | -35.6% | +181.8% | +166.8% |
| 5Y | +122.8% | -37.6% | +160.5% | +138.7% |
| 10Y | +585.5% | -2.4% | +587.8% | +517.2% |
| All | +19,479.5% | +964.9% | +18,514.7% | +9,576.6% |
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