+576.6%
NTAP vs CNH
+134.0%
+442.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.9% | -6.8% | +0.2% |
| 7D | -5.0% | +8.6% | -13.5% | -7.7% |
| 30D | -25.8% | +12.6% | -38.3% | -29.1% |
| 3M | -6.9% | +17.5% | -24.4% | -14.0% |
| 6M | +50.0% | +18.1% | +31.9% | +36.7% |
| YTD | +66.9% | +40.4% | +26.6% | +40.1% |
| 1Y | +58.3% | +34.0% | +24.3% | +35.1% |
| 3Y | +145.1% | +35.3% | +109.8% | +100.9% |
| 5Y | +114.2% | -5.1% | +119.3% | +95.8% |
| 10Y | +576.6% | +124.0% | +452.5% | +387.1% |
| All | +576.6% | +134.0% | +442.6% | +387.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling