+75.0%
NSC vs COPX
+140.6%
-65.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.1% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | +3.6% | -15.0% | +18.6% | +5.7% |
| 3M | -1.4% | -18.6% | +17.2% | +1.0% |
| 6M | +6.0% | -14.9% | +20.9% | +7.3% |
| YTD | +15.5% | +1.8% | +13.7% | +11.5% |
| 1Y | +16.2% | +19.7% | -3.4% | +8.3% |
| All | +75.0% | +140.6% | -65.6% | +26.9% |
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 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