-47.4%
NKE vs COPX
+84.7%
-132.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -2.0% | -4.0% | +2.0% | -1.7% |
| 30D | -8.6% | +4.5% | -13.1% | -8.9% |
| 3M | -11.0% | +0.8% | -11.9% | -11.0% |
| 6M | -33.2% | +3.2% | -36.4% | -33.9% |
| YTD | -38.1% | +26.7% | -64.8% | -41.5% |
| 1Y | -47.4% | +85.7% | -133.0% | -54.4% |
| All | -47.4% | +84.7% | -132.0% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling