+110.7%
COP vs NTAP
+114.1%
-3.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -2.0% |
| 7D | -8.4% | -5.0% | -3.5% | -7.7% |
| 30D | +0.3% | -25.8% | +26.0% | +5.3% |
| 3M | +15.1% | -6.9% | +22.0% | +15.4% |
| 6M | +19.8% | +50.0% | -30.2% | +6.8% |
| YTD | +46.8% | +66.9% | -20.1% | +26.7% |
| 1Y | +59.7% | +58.3% | +1.5% | +39.6% |
| 3Y | +28.7% | +145.1% | -116.4% | -7.2% |
| 5Y | +110.7% | +114.2% | -3.5% | +55.3% |
| All | +110.7% | +114.1% | -3.4% | +55.3% |
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