+85.7%
COPX vs NTRS
+46.5%
+39.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | +4.5% | +1.2% | +3.3% | +3.8% |
| 3M | +0.8% | +8.3% | -7.5% | -3.4% |
| 6M | +3.2% | +30.0% | -26.8% | -10.4% |
| YTD | +26.7% | +38.0% | -11.3% | +5.6% |
| 1Y | +85.7% | +47.4% | +38.3% | +49.6% |
| All | +85.7% | +46.5% | +39.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling