+318.0%
CORZ vs NTAP
+119.7%
+198.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.2% |
| 7D | +26.4% | +9.9% | +16.5% | +20.4% |
| 30D | -6.8% | -22.1% | +15.3% | +6.6% |
| 3M | -31.1% | -7.7% | -23.4% | -27.8% |
| 6M | -36.9% | +60.9% | -97.8% | -52.9% |
| YTD | -1.2% | +76.4% | -77.7% | -31.4% |
| 1Y | -12.5% | +69.3% | -81.9% | -37.5% |
| All | +318.0% | +119.7% | +198.4% | +181.1% |
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