-9.4%
NVTS vs COPX
+168.3%
-177.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -4.2% |
| 7D | +3.5% | +6.0% | -2.5% | -2.1% |
| 30D | -11.9% | +6.4% | -18.4% | -17.2% |
| 3M | -49.2% | +19.3% | -68.5% | -56.3% |
| 6M | +38.4% | +16.2% | +22.2% | +22.0% |
| YTD | +62.5% | +33.2% | +29.3% | +25.7% |
| 1Y | +101.4% | +90.2% | +11.2% | +14.1% |
| 3Y | +40.4% | +175.7% | -135.2% | -44.0% |
| All | -9.4% | +168.3% | -177.7% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling