+85.2%
AZO vs COPX
+163.4%
-78.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.3% | -1.2% | -3.4% |
| 30D | -5.6% | +0.3% | -5.8% | -5.6% |
| 3M | -6.6% | +6.8% | -13.5% | -7.3% |
| 6M | -22.5% | +7.9% | -30.5% | -23.5% |
| YTD | -15.2% | +23.7% | -38.9% | -17.5% |
| 1Y | -33.9% | +71.5% | -105.5% | -37.9% |
| 3Y | +11.8% | +149.1% | -137.3% | -0.9% |
| All | +85.2% | +163.4% | -78.1% | +61.5% |
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