+183.7%
COPX vs NTRS
+420.1%
-236.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | -2.3% | +1.4% | -3.7% | -3.3% |
| 30D | +0.3% | -0.7% | +0.9% | +0.5% |
| 3M | +6.8% | +11.3% | -4.5% | -0.5% |
| 6M | +7.9% | +35.5% | -27.6% | -11.5% |
| YTD | +23.7% | +40.6% | -16.9% | -1.4% |
| 1Y | +71.5% | +49.2% | +22.3% | +31.4% |
| 3Y | +149.1% | +167.2% | -18.1% | +25.6% |
| 5Y | +167.3% | +94.9% | +72.4% | +58.3% |
| 10Y | +568.5% | +259.5% | +309.1% | +126.6% |
| All | +183.7% | +420.1% | -236.4% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling