+164.7%
COPX vs NTR
+45.7%
+119.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.3% | -1.3% | -1.1% | -1.7% |
| 30D | +0.3% | +16.8% | -16.5% | -6.4% |
| 3M | +6.8% | +20.7% | -13.9% | -2.1% |
| 6M | +7.9% | +0.5% | +7.4% | +6.0% |
| YTD | +23.7% | +29.2% | -5.5% | +7.6% |
| 1Y | +71.5% | +39.6% | +31.9% | +43.2% |
| 3Y | +149.1% | +37.9% | +111.2% | +104.4% |
| All | +164.7% | +45.7% | +119.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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