+45.9%
NSC vs COPX
+186.1%
-140.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.3% |
| 7D | -1.5% | +5.8% | -7.3% | -2.7% |
| 30D | -1.9% | +7.2% | -9.1% | -3.4% |
| 3M | +6.2% | +16.5% | -10.3% | +2.3% |
| 6M | +9.2% | +18.4% | -9.3% | +3.5% |
| YTD | +15.0% | +31.9% | -16.9% | +4.9% |
| 1Y | +21.1% | +88.5% | -67.4% | -0.5% |
| 3Y | +78.6% | +173.1% | -94.5% | +26.6% |
| 5Y | +45.9% | +193.1% | -147.2% | +0.3% |
| All | +45.9% | +186.1% | -140.2% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling