+344.1%
NEM vs COP
+342.2%
+1.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.3% |
| 7D | -6.4% | +4.4% | -10.8% | -6.9% |
| 30D | +1.4% | 0.0% | +1.5% | +1.2% |
| 3M | -0.7% | +15.0% | -15.7% | -2.5% |
| 6M | -4.5% | +22.0% | -26.5% | -7.1% |
| YTD | +14.0% | +55.3% | -41.3% | +6.9% |
| 1Y | +27.3% | +64.1% | -36.8% | +18.3% |
| 3Y | +250.5% | +34.1% | +216.4% | +232.1% |
| 5Y | +121.1% | +133.4% | -12.3% | +95.4% |
| All | +344.1% | +342.2% | +1.9% | +266.6% |
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