+242.0%
COF vs NTAP
+650.8%
-408.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -8.0% | -3.3% |
| 7D | -5.1% | +7.4% | -12.5% | -8.4% |
| 30D | -6.0% | -1.4% | -4.7% | -5.8% |
| 3M | +14.8% | +24.6% | -9.7% | +2.7% |
| 6M | +15.3% | +105.9% | -90.6% | -21.6% |
| YTD | -13.0% | +88.5% | -101.6% | -38.6% |
| 1Y | -5.7% | +62.1% | -67.8% | -28.4% |
| 3Y | +118.1% | +169.1% | -50.9% | +21.3% |
| 5Y | +46.2% | +141.9% | -95.6% | -15.5% |
| All | +242.0% | +650.8% | -408.8% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling