+300.2%
NEM vs COP
+344.8%
-44.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -3.3% | +1.0% | -4.3% | -3.4% |
| 30D | +7.8% | +9.6% | -1.7% | +6.7% |
| 3M | +36.3% | +15.0% | +21.2% | +33.8% |
| 6M | +6.6% | +21.8% | -15.2% | +3.4% |
| YTD | +27.1% | +49.6% | -22.5% | +19.8% |
| 1Y | +62.3% | +49.9% | +12.5% | +52.7% |
| 3Y | +245.1% | +22.6% | +222.5% | +230.6% |
| 5Y | +154.0% | +193.6% | -39.6% | +118.5% |
| All | +300.2% | +344.8% | -44.6% | +207.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling