+4,690.3%
COP vs NI
+5,686.0%
-995.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +3.4% | +3.1% | +0.3% | +2.1% |
| 30D | -0.6% | +11.2% | -11.8% | -4.9% |
| 3M | +10.8% | +9.8% | +0.9% | +6.4% |
| 6M | +19.6% | -1.6% | +21.2% | +19.8% |
| YTD | +52.9% | +12.6% | +40.3% | +44.4% |
| 1Y | +62.2% | +7.8% | +54.4% | +55.9% |
| 3Y | +32.4% | +100.5% | -68.2% | -2.9% |
| 5Y | +129.7% | +114.4% | +15.3% | +61.9% |
| 10Y | +331.8% | +193.9% | +137.8% | +159.3% |
| All | +4,690.3% | +5,686.0% | -995.6% | +1,074.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling