-5.1%
COF vs NTAP
+66.6%
-71.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +0.7% | -16.1% | +16.8% | +2.9% |
| 30D | +5.7% | -15.9% | +21.7% | +7.9% |
| 3M | -6.7% | -1.2% | -5.5% | -7.1% |
| 6M | +9.5% | +70.1% | -60.6% | -4.4% |
| YTD | -13.9% | +77.9% | -91.8% | -26.6% |
| 1Y | -5.1% | +68.1% | -73.2% | -16.8% |
| All | -5.1% | +66.6% | -71.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling