+336.7%
COP vs NTAP
+583.1%
-246.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.4% |
| 7D | +4.4% | +7.2% | -2.8% | +2.1% |
| 30D | 0.0% | -18.4% | +18.3% | +5.8% |
| 3M | +15.0% | -11.3% | +26.3% | +17.6% |
| 6M | +22.0% | +53.8% | -31.8% | +0.8% |
| YTD | +55.3% | +72.0% | -16.6% | +21.9% |
| 1Y | +64.1% | +68.0% | -3.9% | +29.7% |
| 3Y | +34.1% | +149.5% | -115.4% | -15.1% |
| 5Y | +133.4% | +125.6% | +7.8% | +50.5% |
| All | +336.7% | +583.1% | -246.4% | +97.8% |
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 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