-21.5%
NOW vs COP
+28.5%
-50.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -8.7% | -6.1% | -2.6% | -8.0% |
| 30D | -29.3% | +1.1% | -30.4% | -29.7% |
| 3M | -21.8% | +10.9% | -32.8% | -23.6% |
| 6M | +9.2% | +20.8% | -11.5% | +4.9% |
| YTD | -35.0% | +48.0% | -83.0% | -40.8% |
| 1Y | -42.5% | +58.5% | -101.0% | -48.6% |
| 3Y | -21.5% | +28.1% | -49.7% | -26.6% |
| All | -21.5% | +28.5% | -50.1% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling