+180.9%
COR vs NTAP
+129.9%
+51.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -3.9% | +2.2% | -6.1% | -4.0% |
| 30D | -0.3% | -7.0% | +6.7% | +0.1% |
| 3M | +15.9% | +12.3% | +3.6% | +14.8% |
| 6M | -10.3% | +85.1% | -95.4% | -14.6% |
| YTD | -3.7% | +74.8% | -78.5% | -8.0% |
| 1Y | +9.1% | +52.7% | -43.6% | +5.1% |
| 3Y | +86.6% | +147.7% | -61.1% | +66.2% |
| 5Y | +180.9% | +124.8% | +56.1% | +152.0% |
| All | +180.9% | +129.9% | +51.0% | +152.0% |
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 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