+440.3%
NEM vs COP
+4,583.1%
-4,142.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.4% |
| 7D | +11.6% | -6.1% | +17.7% | +13.2% |
| 30D | +1.8% | +1.1% | +0.7% | +1.1% |
| 3M | +2.5% | +10.9% | -8.4% | -0.7% |
| 6M | +3.4% | +20.8% | -17.3% | -2.6% |
| YTD | +20.9% | +48.0% | -27.1% | +6.9% |
| 1Y | +37.2% | +58.5% | -21.3% | +19.0% |
| 3Y | +271.6% | +28.1% | +243.5% | +235.3% |
| 5Y | +136.6% | +120.5% | +16.2% | +78.7% |
| 10Y | +342.6% | +310.1% | +32.5% | +143.6% |
| All | +440.3% | +4,583.1% | -4,142.8% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling