+329.9%
COP vs NDAQ
+472.7%
-142.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +3.4% | +1.7% | +1.7% | +2.6% |
| 30D | -0.6% | +16.2% | -16.8% | -7.0% |
| 3M | +10.8% | +14.0% | -3.2% | +4.2% |
| 6M | +19.6% | +22.3% | -2.6% | +8.2% |
| YTD | +52.9% | +13.0% | +39.9% | +41.8% |
| 1Y | +62.2% | +24.0% | +38.2% | +43.6% |
| 3Y | +32.4% | +117.1% | -84.7% | -13.1% |
| 5Y | +129.7% | +67.5% | +62.2% | +68.8% |
| All | +329.9% | +472.7% | -142.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling