+247.7%
NEM vs COP
+20.8%
+226.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | +12.7% | +15.6% | -2.9% | +11.5% |
| 3M | +28.7% | +14.3% | +14.3% | +27.4% |
| 6M | +9.8% | +17.0% | -7.2% | +7.2% |
| YTD | +28.1% | +47.4% | -19.3% | +19.0% |
| 1Y | +69.3% | +52.4% | +16.9% | +55.9% |
| 3Y | +247.7% | +20.8% | +226.8% | +231.9% |
| All | +247.7% | +20.8% | +226.9% | +231.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling