+34.1%
COP vs NDAQ
+117.7%
-83.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +4.4% | +1.3% | +3.2% | +4.2% |
| 30D | 0.0% | +18.0% | -18.0% | -3.0% |
| 3M | +15.0% | +11.5% | +3.5% | +12.7% |
| 6M | +22.0% | +21.1% | +0.9% | +17.2% |
| YTD | +55.3% | +12.8% | +42.5% | +51.9% |
| 1Y | +64.1% | +25.7% | +38.4% | +54.2% |
| 3Y | +34.1% | +116.8% | -82.7% | +12.7% |
| All | +34.1% | +117.7% | -83.6% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling