+183.7%
COPX vs NYT
+527.4%
-343.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.3% | -0.6% | -1.8% | -2.1% |
| 30D | +0.3% | +4.6% | -4.3% | -1.4% |
| 3M | +6.8% | -9.6% | +16.4% | +9.5% |
| 6M | +7.9% | -14.0% | +22.0% | +12.3% |
| YTD | +23.7% | -2.8% | +26.6% | +22.4% |
| 1Y | +71.5% | +15.6% | +55.9% | +58.5% |
| 3Y | +149.1% | +56.3% | +92.8% | +100.0% |
| 5Y | +167.3% | +39.5% | +127.8% | +117.0% |
| 10Y | +568.5% | +488.0% | +80.5% | +181.6% |
| All | +183.7% | +527.4% | -343.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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