+193.6%
COP vs NTR
+45.0%
+148.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +1.4% |
| 7D | +1.0% | -2.5% | +3.4% | +2.0% |
| 30D | +9.6% | +17.0% | -7.5% | +2.4% |
| 3M | +15.0% | +22.2% | -7.1% | +5.4% |
| 6M | +21.8% | +5.2% | +16.6% | +18.3% |
| YTD | +49.6% | +29.7% | +20.0% | +32.8% |
| 1Y | +49.9% | +39.4% | +10.5% | +28.4% |
| 3Y | +22.6% | +38.2% | -15.6% | +3.4% |
| 5Y | +193.6% | +47.6% | +146.0% | +111.0% |
| All | +193.6% | +45.0% | +148.6% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling