+492.7%
NTAP vs CNH
+64.7%
+428.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.3% |
| 7D | -0.8% | +23.3% | -24.1% | -8.0% |
| 30D | -0.5% | +33.5% | -34.0% | -10.8% |
| 3M | +4.1% | +32.7% | -28.6% | -6.9% |
| 6M | +88.0% | +22.2% | +65.8% | +70.8% |
| YTD | +75.6% | +57.7% | +17.9% | +44.9% |
| 1Y | +58.9% | +28.0% | +30.9% | +41.2% |
| 3Y | +153.6% | +11.5% | +142.0% | +129.9% |
| 5Y | +127.6% | +11.9% | +115.8% | +99.8% |
| 10Y | +580.4% | +162.8% | +417.6% | +328.0% |
| All | +492.7% | +64.7% | +428.0% | +287.0% |
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