+45.9%
COP vs NXT
+213.5%
-167.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | +4.4% | -9.4% | +13.8% | +4.7% |
| 30D | 0.0% | +15.1% | -15.1% | -0.7% |
| 3M | +15.0% | -9.1% | +24.1% | +15.4% |
| 6M | +22.0% | -30.3% | +52.3% | +23.8% |
| YTD | +55.3% | +9.1% | +46.3% | +50.3% |
| 1Y | +64.1% | +7.9% | +56.3% | +58.8% |
| 3Y | +34.1% | +176.5% | -142.4% | +13.7% |
| All | +45.9% | +213.5% | -167.7% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling