+14,462.0%
COR vs NTAP
+22,264.5%
-7,802.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.3% |
| 7D | +2.3% | -5.0% | +7.3% | +2.8% |
| 30D | +6.8% | -25.8% | +32.5% | +9.2% |
| 3M | +8.1% | -6.9% | +15.0% | +8.4% |
| 6M | +33.0% | +50.0% | -17.0% | +27.6% |
| YTD | +3.0% | +66.9% | -64.0% | -2.2% |
| 1Y | -3.4% | +58.3% | -61.7% | -7.9% |
| 3Y | +80.1% | +145.1% | -65.0% | +63.6% |
| 5Y | +194.7% | +114.2% | +80.5% | +169.4% |
| 10Y | +512.3% | +576.6% | -64.3% | +405.9% |
| All | +14,462.0% | +22,264.5% | -7,802.5% | +9,352.9% |
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