+589.7%
NTAP vs CNH
+157.1%
+432.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.1% |
| 7D | +2.2% | +1.8% | +0.4% | +1.3% |
| 30D | -7.0% | +32.6% | -39.7% | -17.2% |
| 3M | +12.3% | +29.4% | -17.1% | +0.3% |
| 6M | +85.1% | +26.0% | +59.1% | +64.6% |
| YTD | +74.8% | +52.2% | +22.6% | +43.4% |
| 1Y | +52.7% | +23.9% | +28.8% | +35.8% |
| 3Y | +147.7% | +10.1% | +137.5% | +123.0% |
| 5Y | +124.8% | +13.2% | +111.6% | +92.2% |
| 10Y | +589.7% | +160.7% | +429.1% | +297.7% |
| All | +589.7% | +157.1% | +432.6% | +297.7% |
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