+579.3%
NRG vs COPX
+179.5%
+399.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -8.0% | +6.8% | -14.8% | -11.4% |
| 6M | -23.2% | +7.9% | -31.1% | -27.1% |
| YTD | -28.1% | +23.7% | -51.8% | -35.8% |
| 1Y | -27.3% | +71.5% | -98.8% | -43.2% |
| 3Y | +208.7% | +149.1% | +59.6% | +103.6% |
| 5Y | +197.7% | +167.3% | +30.3% | +83.1% |
| 10Y | +1,103.3% | +568.5% | +534.8% | +346.4% |
| All | +579.3% | +179.5% | +399.8% | +201.1% |
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