+694.7%
NSC vs COPX
+118.6%
+576.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.7% |
| 7D | +2.5% | -2.8% | +5.3% | +3.4% |
| 30D | +1.7% | -14.3% | +16.0% | +7.0% |
| 3M | -2.6% | -19.0% | +16.5% | +4.0% |
| 6M | +6.4% | -24.4% | +30.8% | +14.4% |
| YTD | +15.5% | -3.2% | +18.7% | +10.4% |
| 1Y | +17.6% | +15.2% | +2.4% | +4.8% |
| 3Y | +75.0% | +127.6% | -52.7% | +13.3% |
| 5Y | +32.2% | +106.0% | -73.8% | -14.1% |
| 10Y | +296.6% | +313.7% | -17.1% | +73.3% |
| All | +694.7% | +118.6% | +576.1% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling