+208.7%
NRG vs COPX
+149.4%
+59.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.7% | -2.3% | -2.3% | -3.9% |
| 30D | -6.0% | +0.3% | -6.2% | -6.4% |
| 3M | -8.0% | +6.8% | -14.8% | -11.5% |
| 6M | -23.2% | +7.9% | -31.1% | -27.4% |
| YTD | -28.1% | +23.7% | -51.8% | -36.8% |
| 1Y | -27.3% | +71.5% | -98.8% | -45.3% |
| 3Y | +208.7% | +149.1% | +59.6% | +99.2% |
| All | +208.7% | +149.4% | +59.3% | +99.2% |
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 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