+486.6%
COR vs NTAP
+575.4%
-88.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.4% | -7.8% | +10.2% | +3.9% |
| 30D | +7.7% | -25.8% | +33.5% | +13.2% |
| 3M | +7.5% | -11.2% | +18.7% | +8.9% |
| 6M | +34.1% | +49.9% | -15.8% | +20.9% |
| YTD | +3.9% | +66.9% | -63.0% | -8.8% |
| 1Y | -3.6% | +58.8% | -62.5% | -14.6% |
| 3Y | +80.5% | +140.8% | -60.3% | +38.2% |
| 5Y | +194.9% | +115.0% | +79.9% | +128.8% |
| 10Y | +486.6% | +570.8% | -84.2% | +203.5% |
| All | +486.6% | +575.4% | -88.8% | +203.5% |
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