+64.1%
COP vs NI
+8.7%
+55.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +4.4% | +4.3% | +0.1% | +4.3% |
| 30D | 0.0% | +12.4% | -12.4% | -0.6% |
| 3M | +15.0% | +10.2% | +4.9% | +14.4% |
| 6M | +22.0% | -0.8% | +22.8% | +21.9% |
| YTD | +55.3% | +13.2% | +42.1% | +51.7% |
| 1Y | +64.1% | +10.1% | +54.1% | +60.8% |
| All | +64.1% | +8.7% | +55.4% | +60.8% |
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