+255.2%
NEM vs COPX
+200.8%
+54.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.9% |
| 7D | +3.1% | +6.0% | -2.9% | +0.4% |
| 30D | +10.0% | +6.4% | +3.6% | +7.1% |
| 3M | +30.9% | +19.3% | +11.6% | +21.6% |
| 6M | +10.5% | +16.2% | -5.7% | +3.7% |
| YTD | +29.7% | +33.2% | -3.4% | +15.4% |
| 1Y | +71.1% | +90.2% | -19.1% | +31.9% |
| 3Y | +252.1% | +175.7% | +76.4% | +131.6% |
| 5Y | +157.7% | +193.1% | -35.4% | +61.7% |
| 10Y | +319.4% | +619.4% | -300.1% | +69.4% |
| All | +255.2% | +200.8% | +54.4% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling