+450.1%
COPX vs NIO
-38.3%
+488.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | +6.0% | -4.1% | +10.1% | +6.6% |
| 30D | +6.4% | -23.2% | +29.7% | +10.5% |
| 3M | +19.3% | -29.9% | +49.2% | +25.3% |
| 6M | +16.2% | -25.1% | +41.3% | +20.6% |
| YTD | +33.2% | -27.5% | +60.6% | +38.4% |
| 1Y | +90.2% | -41.1% | +131.3% | +102.4% |
| 3Y | +175.7% | -63.1% | +238.8% | +196.8% |
| 5Y | +193.1% | -90.4% | +283.5% | +247.0% |
| All | +450.1% | -38.3% | +488.4% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling