-9.1%
NVTS vs COPX
+149.3%
-158.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -2.3% | +0.9% | +0.4% |
| 30D | -16.5% | +0.3% | -16.8% | -17.2% |
| 3M | -47.6% | +6.8% | -54.5% | -50.4% |
| 6M | +7.3% | +7.9% | -0.7% | +1.2% |
| YTD | +62.9% | +23.7% | +39.1% | +34.6% |
| 1Y | +91.3% | +71.5% | +19.7% | +18.7% |
| 3Y | +43.4% | +149.1% | -105.7% | -37.3% |
| All | -9.1% | +149.3% | -158.4% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling