+60.7%
COP vs NI
+9.5%
+51.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.2% |
| 7D | -8.1% | +3.9% | -12.1% | -8.3% |
| 30D | +6.7% | +15.3% | -8.6% | +5.7% |
| 3M | +16.9% | +2.4% | +14.5% | +16.5% |
| 6M | +11.2% | -4.5% | +15.7% | +11.2% |
| YTD | +49.5% | +11.4% | +38.1% | +44.6% |
| 1Y | +60.7% | +8.5% | +52.2% | +56.4% |
| All | +60.7% | +9.5% | +51.2% | +56.4% |
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