-29.8%
NOW vs COPX
+87.6%
-117.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.3% |
| 7D | -4.1% | +6.0% | -10.1% | -3.8% |
| 30D | +2.9% | +6.4% | -3.6% | +3.3% |
| 3M | +22.6% | +19.3% | +3.3% | +24.6% |
| 6M | +7.5% | +16.2% | -8.7% | +9.7% |
| YTD | -14.4% | +33.2% | -47.6% | -17.1% |
| 1Y | -29.8% | +90.2% | -120.0% | -39.2% |
| All | -29.8% | +87.6% | -117.4% | -39.2% |
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 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