+241.9%
CORZ vs NTAP
+99.7%
+142.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.5% | +3.4% |
| 7D | -11.2% | -15.1% | +3.8% | -2.9% |
| 30D | -26.2% | -28.1% | +1.9% | -12.1% |
| 3M | -44.1% | -11.4% | -32.7% | -40.2% |
| 6M | -52.3% | +52.2% | -104.5% | -63.6% |
| YTD | -19.2% | +60.4% | -79.6% | -41.1% |
| 1Y | -42.9% | +51.0% | -93.9% | -56.5% |
| All | +241.9% | +99.7% | +142.1% | +141.4% |
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