+38.4%
COP vs NXT
+181.9%
-143.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | +15.6% | -17.2% | +32.8% | +16.6% |
| 3M | +14.3% | -32.0% | +46.3% | +16.3% |
| 6M | +17.0% | -15.8% | +32.7% | +16.0% |
| YTD | +47.4% | -1.9% | +49.3% | +43.5% |
| 1Y | +52.4% | +22.5% | +29.9% | +44.2% |
| 3Y | +20.8% | +100.5% | -79.7% | +4.8% |
| All | +38.4% | +181.9% | -143.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling