+149.5%
NTAP vs CNH
+29.5%
+120.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.2% | +3.0% | +4.2% | +6.4% |
| 30D | -18.4% | -0.6% | -17.8% | -18.4% |
| 3M | -11.3% | +14.6% | -26.0% | -15.3% |
| 6M | +53.8% | +11.8% | +42.0% | +46.8% |
| YTD | +72.0% | +30.4% | +41.5% | +54.4% |
| 1Y | +68.0% | +19.1% | +49.0% | +55.5% |
| 3Y | +149.5% | +30.2% | +119.3% | +110.4% |
| All | +149.5% | +29.5% | +120.0% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling