-30.2%
NVD vs COPX
+31.7%
-61.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +9.2% |
| 7D | +15.0% | -3.0% | +17.9% | +12.6% |
| 30D | +39.3% | -13.6% | +52.9% | +26.8% |
| 3M | +3.1% | -11.2% | +14.4% | -3.1% |
| 6M | -19.0% | -2.4% | -16.6% | -15.3% |
| YTD | -35.5% | +4.2% | -39.7% | -21.7% |
| 1Y | -30.2% | +32.2% | -62.4% | +9.3% |
| All | -30.2% | +31.7% | -61.9% | +9.3% |
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 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