+13,838.2%
COR vs NTAP
+23,420.6%
-9,582.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.0% |
| 6M | -9.7% | +88.0% | -97.7% | -14.7% |
| YTD | -1.4% | +75.6% | -77.0% | -6.5% |
| 1Y | +13.9% | +58.9% | -45.0% | +8.9% |
| 3Y | +94.0% | +153.6% | -59.6% | +76.2% |
| 5Y | +184.0% | +127.6% | +56.4% | +159.0% |
| 10Y | +406.8% | +580.4% | -173.6% | +319.4% |
| All | +13,838.2% | +23,420.6% | -9,582.4% | +8,936.7% |
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 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