-18.6%
NRG vs COPX
+84.7%
-103.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.1% | +6.6% |
| 7D | +7.1% | -4.0% | +11.1% | +8.6% |
| 30D | -1.4% | +4.5% | -6.0% | -3.2% |
| 3M | -10.5% | +0.8% | -11.3% | -11.4% |
| 6M | -26.7% | +3.2% | -29.9% | -29.2% |
| YTD | -24.5% | +26.7% | -51.2% | -34.4% |
| 1Y | -18.6% | +85.7% | -104.2% | -30.8% |
| All | -18.6% | +84.7% | -103.2% | -30.8% |
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 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