+88.0%
NTAP vs CNH
+21.0%
+67.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.3% |
| 7D | -0.8% | +23.3% | -24.1% | +0.1% |
| 30D | -0.5% | +33.5% | -34.0% | +0.6% |
| 3M | +4.1% | +32.7% | -28.6% | +5.4% |
| 6M | +88.0% | +22.2% | +65.8% | +94.2% |
| All | +88.0% | +21.0% | +67.0% | +94.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling