+340.2%
COP vs NTAP
+581.2%
-240.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | -0.5% | +2.2% | -2.7% | -1.2% |
| 30D | +11.7% | -7.0% | +18.7% | +14.2% |
| 3M | +17.7% | +12.3% | +5.4% | +12.1% |
| 6M | +18.3% | +85.1% | -66.8% | -7.7% |
| YTD | +49.1% | +74.8% | -25.7% | +18.2% |
| 1Y | +53.3% | +52.7% | +0.6% | +27.4% |
| 3Y | +22.2% | +147.7% | -125.5% | -21.1% |
| 5Y | +193.3% | +124.8% | +68.5% | +92.6% |
| 10Y | +340.2% | +589.7% | -249.5% | +88.8% |
| All | +340.2% | +581.2% | -240.9% | +88.8% |
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