+24.5%
COP vs NTR
+40.7%
-16.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +11.7% | +21.7% | -10.0% | +4.0% |
| 3M | +17.7% | +22.8% | -5.1% | +9.0% |
| 6M | +18.3% | +8.2% | +10.1% | +14.1% |
| YTD | +49.1% | +32.9% | +16.1% | +33.9% |
| 1Y | +53.3% | +45.3% | +8.0% | +33.4% |
| All | +24.5% | +40.7% | -16.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling