+328.2%
NSC vs COPX
+584.4%
-256.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +2.4% |
| 7D | -1.4% | -2.9% | +1.5% | -0.6% |
| 30D | -3.4% | 0.0% | -3.4% | -3.7% |
| 3M | +5.1% | +14.8% | -9.7% | -1.0% |
| 6M | +9.2% | +7.0% | +2.2% | +3.5% |
| YTD | +13.4% | +23.8% | -10.4% | +0.1% |
| 1Y | +20.8% | +75.7% | -54.9% | -8.0% |
| 3Y | +76.1% | +156.4% | -80.3% | +9.4% |
| 5Y | +45.3% | +167.6% | -122.3% | -15.6% |
| All | +328.2% | +584.4% | -256.2% | +37.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling