+271.6%
NEM vs COP
+28.5%
+243.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.2% |
| 7D | +11.6% | -6.1% | +17.7% | +11.8% |
| 30D | +1.8% | +1.1% | +0.7% | +1.3% |
| 3M | +2.5% | +10.9% | -8.4% | +1.4% |
| 6M | +3.4% | +20.8% | -17.3% | +1.3% |
| YTD | +20.9% | +48.0% | -27.1% | +11.6% |
| 1Y | +37.2% | +58.5% | -21.3% | +24.4% |
| 3Y | +271.6% | +28.1% | +243.5% | +252.7% |
| All | +271.6% | +28.5% | +243.1% | +252.7% |
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