+60.7%
COP vs NTRS
+43.5%
+17.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -5.0% |
| 7D | -8.1% | +3.6% | -11.7% | -7.9% |
| 30D | +6.7% | +4.3% | +2.3% | +6.9% |
| 3M | +16.9% | -1.9% | +18.8% | +17.0% |
| 6M | +11.2% | +11.4% | -0.3% | +11.0% |
| YTD | +49.5% | +32.3% | +17.2% | +43.9% |
| 1Y | +60.7% | +42.5% | +18.1% | +52.1% |
| All | +60.7% | +43.5% | +17.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling