+41.5%
NU vs COPX
+169.9%
-128.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -4.9% | -2.3% | -2.5% | -4.1% |
| 30D | +7.8% | +0.3% | +7.6% | +7.2% |
| 3M | +20.9% | +6.8% | +14.1% | +16.0% |
| 6M | +0.9% | +7.9% | -7.1% | -5.5% |
| YTD | -12.7% | +23.7% | -36.4% | -24.6% |
| 1Y | -6.4% | +71.5% | -77.9% | -32.3% |
| 3Y | +98.1% | +149.1% | -51.0% | +11.3% |
| All | +41.5% | +169.9% | -128.3% | -27.2% |
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