+191.7%
COP vs NTAP
+135.7%
+56.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | -0.8% | +3.3% | -4.1% | -1.5% |
| 30D | +15.6% | -0.2% | +15.8% | +15.5% |
| 3M | +14.3% | +11.4% | +3.0% | +11.4% |
| 6M | +17.0% | +88.7% | -71.7% | -0.4% |
| YTD | +47.4% | +78.9% | -31.5% | +26.8% |
| 1Y | +52.4% | +58.8% | -6.4% | +34.9% |
| 3Y | +20.8% | +153.5% | -132.7% | -12.0% |
| 5Y | +191.7% | +136.7% | +54.9% | +110.0% |
| All | +191.7% | +135.7% | +56.0% | +110.0% |
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