+44.6%
COP vs NI
+1.4%
+43.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -1.1% |
| 7D | +3.0% | +2.0% | +1.0% | +3.0% |
| 30D | +17.5% | -3.5% | +21.0% | +17.6% |
| 3M | +13.4% | -9.1% | +22.5% | +13.9% |
| 6M | +17.7% | -11.8% | +29.6% | +18.3% |
| YTD | +46.6% | +1.1% | +45.5% | +45.2% |
| 1Y | +44.6% | +6.7% | +37.9% | +46.1% |
| All | +44.6% | +1.4% | +43.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling