+148.8%
NTAP vs CNH
+13.8%
+135.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.8% |
| 7D | -0.8% | +23.3% | -24.1% | -5.6% |
| 30D | -0.5% | +33.5% | -34.0% | -7.5% |
| 3M | +4.1% | +32.7% | -28.6% | -3.3% |
| 6M | +88.0% | +22.2% | +65.8% | +77.8% |
| YTD | +75.6% | +57.7% | +17.9% | +52.6% |
| 1Y | +58.9% | +28.0% | +30.9% | +47.3% |
| All | +148.8% | +13.8% | +135.0% | +128.9% |
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