+4,569.6%
COP vs NTRS
+7,612.4%
-3,042.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | +0.9% | -1.3% | -0.8% |
| 30D | +11.7% | -1.2% | +12.9% | +12.1% |
| 3M | +17.7% | +8.8% | +8.9% | +13.7% |
| 6M | +18.3% | +34.7% | -16.4% | +5.3% |
| YTD | +49.1% | +37.2% | +11.8% | +31.3% |
| 1Y | +53.3% | +46.3% | +7.0% | +31.6% |
| 3Y | +22.2% | +163.2% | -141.1% | -16.9% |
| 5Y | +193.3% | +86.9% | +106.4% | +120.0% |
| 10Y | +340.2% | +250.9% | +89.3% | +171.7% |
| All | +4,569.6% | +7,612.4% | -3,042.8% | +1,469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling