+39.7%
COP vs NXT
+246.1%
-206.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.4% |
| 7D | -11.5% | +32.2% | -43.8% | -12.5% |
| 30D | +5.0% | +21.9% | -17.0% | +4.1% |
| 3M | +17.5% | +6.6% | +10.9% | +17.1% |
| 6M | +16.2% | -16.8% | +33.0% | +16.8% |
| YTD | +48.8% | +20.4% | +28.4% | +43.6% |
| 1Y | +64.1% | -1.5% | +65.6% | +61.2% |
| 3Y | +25.7% | +182.4% | -156.7% | +6.9% |
| All | +39.7% | +246.1% | -206.4% | +14.0% |
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