+310.0%
COPX vs NIO
-49.2%
+359.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.6% | -2.4% |
| 7D | +1.1% | -4.7% | +5.8% | +1.8% |
| 30D | -15.9% | -14.3% | -1.5% | -13.9% |
| 3M | -19.6% | -32.8% | +13.2% | -14.8% |
| 6M | -21.5% | -49.8% | +28.3% | -13.5% |
| YTD | -0.8% | -40.2% | +39.4% | +6.1% |
| 1Y | +15.2% | -52.7% | +67.9% | +27.0% |
| 3Y | +134.7% | -57.9% | +192.6% | +150.3% |
| 5Y | +111.3% | -92.9% | +204.2% | +160.2% |
| All | +310.0% | -49.2% | +359.2% | +280.2% |
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