+3,753.3%
COF vs NTAP
+23,869.3%
-20,115.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.1% |
| 7D | +1.2% | +3.3% | -2.0% | +0.4% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | +19.0% | +11.4% | +7.6% | +15.2% |
| 6M | +14.9% | +88.7% | -73.8% | -4.5% |
| YTD | -10.7% | +78.9% | -89.6% | -24.8% |
| 1Y | -1.3% | +58.8% | -60.1% | -14.4% |
| 3Y | +124.3% | +153.5% | -29.2% | +69.7% |
| 5Y | +51.1% | +136.7% | -85.6% | +16.4% |
| 10Y | +252.4% | +590.2% | -337.8% | +104.5% |
| All | +3,753.3% | +23,869.3% | -20,115.9% | +696.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling