+441.5%
NTAP vs CNH
+32.2%
+409.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | -15.1% | -1.7% | -13.4% | -14.5% |
| 30D | -28.1% | -7.2% | -20.9% | -26.5% |
| 3M | -11.4% | +6.5% | -18.0% | -14.9% |
| 6M | +52.2% | +7.9% | +44.3% | +44.1% |
| YTD | +60.4% | +26.6% | +33.8% | +41.6% |
| 1Y | +51.0% | +13.8% | +37.2% | +38.3% |
| 3Y | +135.6% | +9.2% | +126.4% | +112.2% |
| 5Y | +107.5% | -15.6% | +123.1% | +99.7% |
| 10Y | +608.6% | +119.2% | +489.4% | +372.7% |
| All | +441.5% | +32.2% | +409.3% | +278.2% |
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 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