+328.2%
NSC vs COPX
+635.9%
-307.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.7% |
| 7D | -2.0% | +6.0% | -8.0% | -4.0% |
| 30D | -3.2% | +6.4% | -9.6% | -5.4% |
| 3M | +3.9% | +19.3% | -15.4% | -3.2% |
| 6M | +7.8% | +16.2% | -8.4% | -0.6% |
| YTD | +13.4% | +33.2% | -19.8% | -2.2% |
| 1Y | +20.3% | +90.2% | -69.9% | -10.7% |
| 3Y | +76.1% | +175.7% | -99.6% | +6.9% |
| 5Y | +45.0% | +193.1% | -148.1% | -18.5% |
| All | +328.2% | +635.9% | -307.7% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling