+51.1%
NEM vs COP
+61.7%
-10.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -5.2% | +15.1% | +8.5% |
| 7D | +3.7% | -8.1% | +11.8% | +1.6% |
| 30D | +2.0% | +6.7% | -4.7% | +3.2% |
| 3M | +21.1% | +16.9% | +4.2% | +26.1% |
| 6M | +9.5% | +11.2% | -1.7% | +13.1% |
| YTD | +19.1% | +49.5% | -30.5% | +19.7% |
| 1Y | +51.1% | +60.7% | -9.6% | +51.1% |
| All | +51.1% | +61.7% | -10.6% | +51.1% |
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