+62.3%
NOK vs COP
+132.2%
-69.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | +11.0% | +3.4% | +7.6% | +10.5% |
| 30D | -16.0% | -0.6% | -15.4% | -16.0% |
| 3M | -19.8% | +10.8% | -30.5% | -21.1% |
| 6M | -37.1% | +19.6% | -56.7% | -39.0% |
| YTD | +28.0% | +52.9% | -24.9% | +18.5% |
| 1Y | +17.9% | +62.2% | -44.3% | +7.9% |
| 3Y | +152.7% | +32.4% | +120.4% | +137.1% |
| 5Y | +62.3% | +129.7% | -67.5% | +33.1% |
| All | +62.3% | +132.2% | -69.9% | +33.1% |
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