+575.6%
NUE vs COPX
+583.8%
-8.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.6% | -2.3% | +1.7% | +0.3% |
| 30D | -4.6% | +0.3% | -4.8% | -5.3% |
| 3M | -0.3% | +6.8% | -7.1% | -5.5% |
| 6M | +51.9% | +7.9% | +43.9% | +40.2% |
| YTD | +60.0% | +23.7% | +36.2% | +33.9% |
| 1Y | +82.9% | +71.5% | +11.4% | +25.6% |
| 3Y | +66.0% | +149.1% | -83.1% | -13.5% |
| 5Y | +149.0% | +167.3% | -18.4% | +21.4% |
| All | +575.6% | +583.8% | -8.2% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling