+245.3%
NEM vs COPX
+149.4%
+95.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.0% | -2.3% | +1.4% | +0.2% |
| 30D | +7.8% | +0.3% | +7.6% | +7.5% |
| 3M | +30.2% | +6.8% | +23.4% | +24.5% |
| 6M | +9.6% | +7.9% | +1.7% | +3.5% |
| YTD | +27.8% | +23.7% | +4.1% | +11.5% |
| 1Y | +60.7% | +71.5% | -10.8% | +15.6% |
| 3Y | +245.3% | +149.1% | +96.2% | +79.4% |
| All | +245.3% | +149.4% | +95.9% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling