-24.1%
NU vs COPX
+31.7%
-55.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.7% | +1.9% |
| 7D | +0.2% | -3.0% | +3.1% | +1.1% |
| 30D | -21.0% | -13.6% | -7.4% | -17.1% |
| 3M | -16.3% | -11.2% | -5.1% | -13.3% |
| 6M | -15.3% | -2.4% | -12.9% | -16.9% |
| YTD | -28.4% | +4.2% | -32.6% | -32.2% |
| 1Y | -24.1% | +32.2% | -56.3% | -35.0% |
| All | -24.1% | +31.7% | -55.8% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling