+6.9%
NXT vs COPX
+31.7%
-24.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +4.0% | +7.1% | +8.7% |
| 7D | +30.0% | -3.0% | +32.9% | +32.4% |
| 30D | +28.6% | -13.6% | +42.2% | +40.5% |
| 3M | +8.4% | -11.2% | +19.6% | +15.3% |
| 6M | -8.7% | -2.4% | -6.4% | -8.0% |
| YTD | +22.5% | +4.2% | +18.3% | +15.5% |
| 1Y | +6.9% | +32.2% | -25.3% | -15.2% |
| All | +6.9% | +31.7% | -24.8% | -15.2% |
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