+322.1%
CORZ vs NTAP
+114.1%
+208.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.3% |
| 7D | +23.5% | +7.2% | +16.3% | +19.2% |
| 30D | +7.5% | -18.4% | +25.9% | +19.9% |
| 3M | -26.6% | -11.3% | -15.3% | -21.5% |
| 6M | -39.5% | +53.8% | -93.3% | -53.7% |
| YTD | -0.3% | +72.0% | -72.2% | -29.8% |
| 1Y | -4.2% | +68.0% | -72.3% | -31.6% |
| All | +322.1% | +114.1% | +208.0% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling