+291.1%
NSC vs COPX
+318.2%
-27.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.9% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +4.2% | -15.9% | +20.1% | +9.9% |
| 3M | -0.2% | -19.6% | +19.3% | +6.4% |
| 6M | +7.6% | -21.5% | +29.1% | +13.8% |
| YTD | +17.4% | -0.8% | +18.1% | +10.9% |
| 1Y | +18.3% | +15.2% | +3.1% | +5.1% |
| 3Y | +79.8% | +134.7% | -54.9% | +12.8% |
| 5Y | +34.3% | +111.3% | -77.0% | -15.5% |
| All | +291.1% | +318.2% | -27.0% | +47.0% |
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