+60.7%
COP vs NXT
+10.5%
+50.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +11.1% | -16.3% | -4.1% |
| 7D | -8.1% | +30.0% | -38.1% | -5.6% |
| 30D | +6.7% | +28.6% | -21.9% | +9.6% |
| 3M | +16.9% | +8.4% | +8.5% | +18.8% |
| 6M | +11.2% | -8.7% | +19.9% | +12.6% |
| YTD | +49.5% | +22.5% | +27.0% | +49.9% |
| 1Y | +60.7% | +6.9% | +53.8% | +62.8% |
| All | +60.7% | +10.5% | +50.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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