+1,972.6%
NOW vs COP
+295.8%
+1,676.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.0% | -11.5% | +8.5% | -0.5% |
| 30D | -26.0% | +5.0% | -31.0% | -27.0% |
| 3M | -13.1% | +17.5% | -30.6% | -16.5% |
| 6M | +14.5% | +16.2% | -1.7% | +10.0% |
| YTD | -33.4% | +48.8% | -82.2% | -39.9% |
| 1Y | -40.6% | +64.1% | -104.7% | -47.7% |
| 3Y | -16.3% | +25.7% | -42.0% | -22.7% |
| 5Y | -26.3% | +114.4% | -140.7% | -41.1% |
| 10Y | +512.7% | +331.7% | +181.1% | +275.5% |
| All | +1,972.6% | +295.8% | +1,676.8% | +1,257.7% |
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 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