+1,019.1%
NI vs COPX
+200.8%
+818.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | +1.3% | +6.0% | -4.7% | +0.2% |
| 30D | -0.3% | +6.4% | -6.7% | -1.5% |
| 3M | -9.5% | +19.3% | -28.7% | -12.8% |
| 6M | -10.2% | +16.2% | -26.5% | -13.9% |
| YTD | +1.8% | +33.2% | -31.4% | -5.4% |
| 1Y | +5.7% | +90.2% | -84.6% | -8.8% |
| 3Y | +69.6% | +175.7% | -106.0% | +32.9% |
| 5Y | +95.8% | +193.1% | -97.3% | +47.9% |
| 10Y | +145.1% | +619.4% | -474.3% | +39.2% |
| All | +1,019.1% | +200.8% | +818.4% | +610.2% |
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