+394.2%
COR vs NTAP
+591.7%
-197.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -4.8% | -1.0% | -3.9% | -4.7% |
| 30D | -3.7% | -7.5% | +3.8% | -2.4% |
| 3M | +14.3% | +14.6% | -0.3% | +10.8% |
| 6M | -8.5% | +91.0% | -99.5% | -21.0% |
| YTD | -4.4% | +73.7% | -78.1% | -16.1% |
| 1Y | +9.1% | +51.2% | -42.1% | -1.6% |
| 3Y | +85.2% | +146.1% | -60.9% | +42.3% |
| 5Y | +180.7% | +122.8% | +57.8% | +117.6% |
| All | +394.2% | +591.7% | -197.5% | +145.0% |
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 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