+90.5%
COR vs NTAP
+148.5%
-58.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.8% | -0.8% | +3.5% | +2.8% |
| 30D | +4.5% | -0.5% | +5.1% | +4.5% |
| 3M | +22.7% | +4.1% | +18.6% | +22.7% |
| 6M | -9.7% | +88.0% | -97.7% | -10.0% |
| YTD | -1.4% | +75.6% | -77.0% | -1.7% |
| 1Y | +13.9% | +58.9% | -45.0% | +13.3% |
| All | +90.5% | +148.5% | -58.0% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling