+1,945.9%
NOW vs COPX
+183.2%
+1,762.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.1% |
| 7D | -1.7% | +1.1% | -2.8% | -2.0% |
| 30D | -27.4% | -15.9% | -11.5% | -23.7% |
| 3M | -19.4% | -19.6% | +0.1% | -14.7% |
| 6M | +13.1% | -21.5% | +34.6% | +19.0% |
| YTD | -34.3% | -0.8% | -33.5% | -37.9% |
| 1Y | -41.8% | +15.2% | -56.9% | -47.9% |
| 3Y | -20.7% | +134.7% | -155.4% | -46.9% |
| 5Y | -27.2% | +111.3% | -138.5% | -50.2% |
| 10Y | +509.1% | +324.3% | +184.8% | +198.6% |
| All | +1,945.9% | +183.2% | +1,762.7% | +1,120.4% |
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 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