+342.1%
NEM vs COP
+335.3%
+6.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.1% |
| 7D | -5.9% | +3.4% | -9.3% | -6.3% |
| 30D | -2.6% | -0.6% | -2.0% | -2.7% |
| 3M | -4.2% | +10.8% | -15.0% | -5.6% |
| 6M | -5.5% | +19.6% | -25.1% | -7.8% |
| YTD | +13.5% | +52.9% | -39.4% | +6.6% |
| 1Y | +22.2% | +62.2% | -40.0% | +13.7% |
| 3Y | +249.0% | +32.4% | +216.6% | +231.1% |
| 5Y | +120.1% | +129.7% | -9.6% | +94.9% |
| All | +342.1% | +335.3% | +6.8% | +265.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling