+45.4%
COF vs NTAP
+122.8%
-77.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -6.1% | -1.0% | -5.1% | -5.7% |
| 30D | -5.2% | -7.5% | +2.3% | -2.3% |
| 3M | +17.0% | +14.6% | +2.4% | +9.7% |
| 6M | +12.9% | +91.0% | -78.1% | -19.1% |
| YTD | -13.5% | +73.7% | -87.2% | -35.4% |
| 1Y | -5.9% | +51.2% | -57.1% | -24.7% |
| 3Y | +117.1% | +146.1% | -29.0% | +23.5% |
| 5Y | +45.4% | +122.8% | -77.4% | -17.4% |
| All | +45.4% | +122.8% | -77.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling