-99.1%
NVD vs COPX
+149.4%
-248.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.2% |
| 7D | +10.8% | -2.3% | +13.2% | +8.8% |
| 30D | +0.8% | +0.3% | +0.5% | +1.6% |
| 3M | -20.8% | +6.8% | -27.7% | -13.3% |
| 6M | -41.2% | +7.9% | -49.1% | -30.3% |
| YTD | -44.2% | +23.7% | -67.9% | -22.3% |
| 1Y | -54.2% | +71.5% | -125.7% | -8.2% |
| 3Y | -99.1% | +149.1% | -248.2% | -96.9% |
| All | -99.1% | +149.4% | -248.5% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling