+420.1%
CORZ vs NTAP
+118.6%
+301.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | -0.8% | +9.1% | +8.8% |
| 30D | -17.8% | -0.5% | -17.3% | -18.0% |
| 3M | -35.9% | +4.1% | -40.0% | -37.8% |
| 6M | +12.9% | +88.0% | -75.0% | -24.9% |
| YTD | +22.9% | +75.6% | -52.7% | -15.3% |
| 1Y | +31.4% | +58.9% | -27.6% | -3.1% |
| All | +420.1% | +118.6% | +301.5% | +247.1% |
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 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