+568.6%
NTAP vs CNH
+116.0%
+452.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.4% |
| 7D | -2.4% | +6.7% | -9.1% | -4.7% |
| 30D | -23.4% | +7.2% | -30.6% | -25.6% |
| 3M | -7.5% | +17.5% | -25.0% | -14.5% |
| 6M | +56.4% | +15.0% | +41.4% | +43.8% |
| YTD | +73.6% | +36.8% | +36.9% | +47.0% |
| 1Y | +68.4% | +27.6% | +40.8% | +46.5% |
| 3Y | +150.6% | +34.3% | +116.3% | +105.5% |
| 5Y | +122.5% | -12.2% | +134.7% | +110.1% |
| All | +568.6% | +116.0% | +452.6% | +377.5% |
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