+131.1%
NTAP vs CNH
+11.5%
+119.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.1% |
| 7D | -0.8% | +23.3% | -24.1% | -6.9% |
| 30D | -0.5% | +33.5% | -34.0% | -9.2% |
| 3M | +4.1% | +32.7% | -28.6% | -5.2% |
| 6M | +88.0% | +22.2% | +65.8% | +74.1% |
| YTD | +75.6% | +57.7% | +17.9% | +48.3% |
| 1Y | +58.9% | +28.0% | +30.9% | +44.1% |
| 3Y | +153.6% | +11.5% | +142.0% | +135.4% |
| All | +131.1% | +11.5% | +119.6% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling