+645.4%
NTAP vs COPX
+198.0%
+447.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.3% |
| 7D | +3.3% | +5.8% | -2.5% | +1.0% |
| 30D | -0.2% | +7.2% | -7.4% | -3.2% |
| 3M | +11.4% | +16.5% | -5.1% | +4.0% |
| 6M | +88.7% | +18.4% | +70.2% | +71.8% |
| YTD | +78.9% | +31.9% | +47.0% | +53.5% |
| 1Y | +58.8% | +88.5% | -29.7% | +16.7% |
| 3Y | +153.5% | +173.1% | -19.6% | +53.8% |
| 5Y | +136.7% | +193.1% | -56.4% | +34.0% |
| 10Y | +590.2% | +591.7% | -1.5% | +149.6% |
| All | +645.4% | +198.0% | +447.4% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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