+14,635.5%
COR vs NTAP
+23,159.9%
-8,524.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.7% | 0.0% |
| 7D | -1.2% | -2.4% | +1.3% | -1.0% |
| 30D | +7.6% | -23.4% | +31.1% | +9.8% |
| 3M | +5.0% | -7.5% | +12.5% | +5.3% |
| 6M | +35.3% | +56.4% | -21.1% | +29.4% |
| YTD | +4.2% | +73.6% | -69.4% | -1.3% |
| 1Y | -3.4% | +68.4% | -71.8% | -8.4% |
| 3Y | +81.1% | +150.6% | -69.5% | +64.2% |
| 5Y | +195.8% | +122.5% | +73.4% | +169.5% |
| 10Y | +493.6% | +589.7% | -96.1% | +389.6% |
| All | +14,635.5% | +23,159.9% | -8,524.4% | +9,434.5% |
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