+2,684.7%
COP vs NTAP
+23,420.6%
-20,736.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +17.5% | -0.5% | +18.0% | +17.5% |
| 3M | +13.4% | +4.1% | +9.3% | +12.5% |
| 6M | +17.7% | +88.0% | -70.2% | +8.2% |
| YTD | +46.6% | +75.6% | -29.0% | +35.6% |
| 1Y | +44.6% | +58.9% | -14.3% | +35.3% |
| 3Y | +20.7% | +153.6% | -132.9% | +5.6% |
| 5Y | +185.0% | +127.6% | +57.4% | +151.4% |
| 10Y | +347.0% | +580.4% | -233.4% | +249.8% |
| All | +2,684.7% | +23,420.6% | -20,736.0% | +1,648.2% |
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