+4,766.3%
COP vs NI
+5,716.3%
-950.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +4.4% | +4.3% | +0.1% | +2.6% |
| 30D | 0.0% | +12.4% | -12.4% | -4.8% |
| 3M | +15.0% | +10.2% | +4.9% | +10.4% |
| 6M | +22.0% | -0.8% | +22.8% | +21.8% |
| YTD | +55.3% | +13.2% | +42.1% | +46.4% |
| 1Y | +64.1% | +10.1% | +54.1% | +56.4% |
| 3Y | +34.1% | +103.1% | -69.0% | -2.2% |
| 5Y | +133.4% | +115.5% | +17.8% | +64.1% |
| 10Y | +338.6% | +195.5% | +143.1% | +162.8% |
| All | +4,766.3% | +5,716.3% | -950.0% | +1,090.9% |
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