+180.5%
NXT vs COPX
+153.7%
+26.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -1.1% |
| 7D | +2.9% | +5.8% | -2.9% | -0.2% |
| 30D | -17.2% | +7.2% | -24.5% | -20.6% |
| 3M | -32.0% | +16.5% | -48.5% | -37.4% |
| 6M | -15.8% | +18.4% | -34.2% | -23.5% |
| YTD | -1.9% | +31.9% | -33.8% | -16.4% |
| 1Y | +22.5% | +88.5% | -66.0% | -12.9% |
| 3Y | +100.5% | +173.1% | -72.6% | +11.4% |
| All | +180.5% | +153.7% | +26.8% | +55.1% |
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