+228.9%
COP vs NTR
+97.9%
+130.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.3% | -1.3% | +3.6% | +3.1% |
| 30D | +8.6% | +16.8% | -8.2% | -1.3% |
| 3M | +19.9% | +20.7% | -0.9% | +6.4% |
| 6M | +19.0% | +0.5% | +18.5% | +17.1% |
| YTD | +50.0% | +29.2% | +20.8% | +25.8% |
| 1Y | +50.5% | +39.6% | +10.9% | +19.2% |
| 3Y | +25.2% | +37.9% | -12.7% | -4.1% |
| 5Y | +194.3% | +47.1% | +147.2% | +85.5% |
| All | +228.9% | +97.9% | +130.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling