+223.3%
COP vs NTR
+103.6%
+119.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.3% |
| 7D | -0.8% | +3.8% | -4.7% | -3.1% |
| 30D | +15.6% | +25.2% | -9.7% | +0.8% |
| 3M | +14.3% | +21.0% | -6.7% | +1.4% |
| 6M | +17.0% | +7.6% | +9.4% | +10.4% |
| YTD | +47.4% | +32.9% | +14.6% | +21.6% |
| 1Y | +52.4% | +43.1% | +9.3% | +18.9% |
| 3Y | +20.8% | +41.6% | -20.8% | -8.9% |
| 5Y | +191.7% | +54.8% | +136.9% | +77.1% |
| All | +223.3% | +103.6% | +119.8% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling