+72.7%
NEM vs COP
+46.5%
+26.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -2.0% |
| 7D | +0.3% | +3.0% | -2.7% | +0.8% |
| 30D | +23.1% | +17.5% | +5.6% | +26.7% |
| 3M | +18.5% | +13.4% | +5.1% | +21.6% |
| 6M | +7.8% | +17.7% | -10.0% | +8.4% |
| YTD | +29.1% | +46.6% | -17.5% | +24.4% |
| 1Y | +72.7% | +44.6% | +28.1% | +64.2% |
| All | +72.7% | +46.5% | +26.2% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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