+486.1%
NTAP vs CNH
+42.8%
+443.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.4% |
| 7D | -2.4% | +6.7% | -9.1% | -4.6% |
| 30D | -23.4% | +7.2% | -30.6% | -25.5% |
| 3M | -7.5% | +17.5% | -25.0% | -14.0% |
| 6M | +56.4% | +15.0% | +41.4% | +44.7% |
| YTD | +73.6% | +36.8% | +36.9% | +49.1% |
| 1Y | +68.4% | +27.6% | +40.8% | +48.2% |
| 3Y | +150.6% | +34.3% | +116.3% | +109.8% |
| 5Y | +122.5% | -12.2% | +134.7% | +111.5% |
| 10Y | +589.7% | +113.9% | +475.9% | +359.0% |
| All | +486.1% | +42.8% | +443.3% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling