+476.9%
NEM vs COP
+4,537.2%
-4,060.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +0.3% | +3.0% | -2.7% | -0.5% |
| 30D | +23.1% | +17.5% | +5.6% | +18.2% |
| 3M | +18.5% | +13.4% | +5.1% | +14.3% |
| 6M | +7.8% | +17.7% | -10.0% | +1.9% |
| YTD | +29.1% | +46.6% | -17.5% | +15.1% |
| 1Y | +72.7% | +44.6% | +28.1% | +54.1% |
| 3Y | +248.7% | +20.7% | +228.0% | +220.6% |
| 5Y | +148.7% | +185.0% | -36.4% | +75.6% |
| 10Y | +304.8% | +347.0% | -42.2% | +116.7% |
| All | +476.9% | +4,537.2% | -4,060.3% | +116.2% |
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