+1,224.9%
COP vs NDAQ
+2,593.6%
-1,368.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -11.5% | +0.8% | -12.4% | -11.8% |
| 30D | +5.0% | +16.5% | -11.6% | +0.1% |
| 3M | +17.5% | +13.5% | +4.0% | +12.8% |
| 6M | +16.2% | +20.9% | -4.7% | +8.9% |
| YTD | +48.8% | +11.4% | +37.4% | +41.8% |
| 1Y | +64.1% | +25.9% | +38.2% | +50.7% |
| 3Y | +25.7% | +119.9% | -94.2% | -3.0% |
| 5Y | +114.4% | +61.7% | +52.6% | +78.9% |
| 10Y | +331.7% | +481.6% | -149.9% | +149.1% |
| All | +1,224.9% | +2,593.6% | -1,368.7% | +499.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling