+11.8%
NOW vs COPX
+171.8%
-160.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.1% | -9.1% | -5.5% |
| 7D | -6.1% | +5.8% | -11.8% | -6.8% |
| 30D | +7.5% | +7.2% | +0.3% | +6.4% |
| 3M | +17.5% | +16.5% | +1.0% | +15.0% |
| 6M | +7.9% | +18.4% | -10.5% | +4.7% |
| YTD | -12.4% | +31.9% | -44.3% | -19.2% |
| 1Y | -28.6% | +88.5% | -117.1% | -41.1% |
| 3Y | +11.8% | +173.1% | -161.3% | -17.8% |
| All | +11.8% | +171.8% | -160.0% | -17.8% |
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