-27.2%
NOW vs COP
+132.2%
-159.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | -1.7% | +3.4% | -5.1% | -2.2% |
| 30D | -27.4% | -0.6% | -26.8% | -27.5% |
| 3M | -19.4% | +10.8% | -30.2% | -21.3% |
| 6M | +13.1% | +19.6% | -6.5% | +8.6% |
| YTD | -34.3% | +52.9% | -87.2% | -40.5% |
| 1Y | -41.8% | +62.2% | -104.0% | -48.0% |
| 3Y | -20.7% | +32.4% | -53.1% | -27.3% |
| 5Y | -27.2% | +129.7% | -156.9% | -40.7% |
| All | -27.2% | +132.2% | -159.4% | -40.7% |
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