+87.8%
NUE vs COPX
+31.7%
+56.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.0% | -2.9% |
| 7D | -1.4% | -3.0% | +1.5% | -0.8% |
| 30D | +6.6% | -13.6% | +20.2% | +9.7% |
| 3M | -2.0% | -11.2% | +9.2% | -0.1% |
| 6M | +19.2% | -2.4% | +21.6% | +18.6% |
| YTD | +65.6% | +4.2% | +61.4% | +57.8% |
| 1Y | +87.8% | +32.2% | +55.7% | +66.5% |
| All | +87.8% | +31.7% | +56.1% | +66.5% |
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