+1,500.3%
AZO vs COPX
+179.5%
+1,320.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.3% | -1.2% | -3.3% |
| 30D | -5.6% | +0.3% | -5.8% | -5.7% |
| 3M | -6.6% | +6.8% | -13.5% | -8.1% |
| 6M | -22.5% | +7.9% | -30.5% | -24.4% |
| YTD | -15.2% | +23.7% | -38.9% | -19.5% |
| 1Y | -33.9% | +71.5% | -105.5% | -40.8% |
| 3Y | +11.8% | +149.1% | -137.3% | -8.1% |
| 5Y | +85.5% | +167.3% | -81.8% | +47.4% |
| 10Y | +298.2% | +568.5% | -270.3% | +152.6% |
| All | +1,500.3% | +179.5% | +1,320.8% | +1,023.1% |
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