+338.5%
COP vs NTRS
+259.9%
+78.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.4% |
| 7D | +2.3% | +1.4% | +0.9% | +1.5% |
| 30D | +8.6% | -0.7% | +9.3% | +8.8% |
| 3M | +19.9% | +11.3% | +8.5% | +12.4% |
| 6M | +19.0% | +35.5% | -16.5% | -1.1% |
| YTD | +50.0% | +40.6% | +9.4% | +21.1% |
| 1Y | +50.5% | +49.2% | +1.3% | +16.9% |
| 3Y | +25.2% | +167.2% | -142.0% | -34.3% |
| 5Y | +194.3% | +94.9% | +99.3% | +77.5% |
| All | +338.5% | +259.9% | +78.6% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling