+153.4%
NEM vs COP
+186.3%
-32.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | +12.7% | +15.6% | -2.9% | +10.6% |
| 3M | +28.7% | +14.3% | +14.3% | +26.2% |
| 6M | +9.8% | +17.0% | -7.2% | +6.4% |
| YTD | +28.1% | +47.4% | -19.3% | +18.5% |
| 1Y | +69.3% | +52.4% | +16.9% | +55.5% |
| 3Y | +247.7% | +20.8% | +226.8% | +229.6% |
| 5Y | +153.4% | +191.7% | -38.3% | +106.8% |
| All | +153.4% | +186.3% | -32.9% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling