+167.1%
NXT vs COPX
+138.2%
+28.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | +2.5% |
| 7D | -2.6% | -2.9% | +0.3% | -1.3% |
| 30D | -22.4% | 0.0% | -22.5% | -22.9% |
| 3M | -27.3% | +14.8% | -42.1% | -32.7% |
| 6M | -28.5% | +7.0% | -35.5% | -31.7% |
| YTD | -6.6% | +23.8% | -30.5% | -17.9% |
| 1Y | +20.4% | +75.7% | -55.3% | -11.3% |
| 3Y | +90.9% | +156.4% | -65.5% | +9.5% |
| All | +167.1% | +138.2% | +28.9% | +52.4% |
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