+1,578.5%
NOK vs COP
+3,007.6%
-1,429.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +3.0% |
| 7D | -1.8% | +3.0% | -4.8% | -2.8% |
| 30D | +4.7% | +17.5% | -12.8% | -1.3% |
| 3M | -39.7% | +13.4% | -53.0% | -42.8% |
| 6M | +23.1% | +17.7% | +5.3% | +14.4% |
| YTD | +55.0% | +46.6% | +8.4% | +32.5% |
| 1Y | +118.0% | +44.6% | +73.4% | +85.9% |
| 3Y | +170.5% | +20.7% | +149.8% | +139.3% |
| 5Y | +84.9% | +185.0% | -100.2% | +11.5% |
| 10Y | +112.0% | +347.0% | -235.0% | -10.1% |
| All | +1,578.5% | +3,007.6% | -1,429.0% | +307.8% |
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 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