+276.3%
COPX vs NTR
+98.7%
+177.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.5% | -4.5% | -5.7% |
| 7D | -2.9% | -2.5% | -0.4% | -1.5% |
| 30D | 0.0% | +17.0% | -17.0% | -8.2% |
| 3M | +14.8% | +22.2% | -7.4% | +2.4% |
| 6M | +7.0% | +5.2% | +1.9% | +1.7% |
| YTD | +23.8% | +29.7% | -5.8% | +4.4% |
| 1Y | +75.7% | +39.4% | +36.3% | +41.4% |
| 3Y | +156.4% | +38.2% | +118.2% | +102.1% |
| 5Y | +167.6% | +47.6% | +120.0% | +84.0% |
| All | +276.3% | +98.7% | +177.6% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling