+0.8%
NOW vs COPX
+193.3%
-192.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.5% |
| 7D | -4.1% | +6.0% | -10.1% | -5.5% |
| 30D | +2.9% | +6.4% | -3.6% | +1.1% |
| 3M | +22.6% | +19.3% | +3.3% | +16.3% |
| 6M | +7.5% | +16.2% | -8.7% | +1.6% |
| YTD | -14.4% | +33.2% | -47.6% | -24.6% |
| 1Y | -29.8% | +90.2% | -120.0% | -46.3% |
| 3Y | +9.2% | +175.7% | -166.4% | -31.1% |
| 5Y | +0.8% | +193.1% | -192.3% | -37.6% |
| All | +0.8% | +193.3% | -192.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling