+1,205.3%
COP vs NDAQ
+2,327.9%
-1,122.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +3.0% | -2.4% | +5.4% | +3.7% |
| 30D | +17.5% | +2.5% | +15.0% | +16.6% |
| 3M | +13.4% | +9.9% | +3.4% | +9.7% |
| 6M | +17.7% | +9.4% | +8.3% | +13.7% |
| YTD | +46.6% | +0.4% | +46.2% | +44.5% |
| 1Y | +44.6% | +4.0% | +40.6% | +40.7% |
| 3Y | +20.7% | +94.4% | -73.7% | -3.2% |
| 5Y | +185.0% | +56.7% | +128.3% | +140.4% |
| 10Y | +347.0% | +375.3% | -28.3% | +173.6% |
| All | +1,205.3% | +2,327.9% | -1,122.6% | +511.2% |
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