+329.9%
COP vs Z
-19.3%
+349.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | +3.4% | -4.9% | +8.3% | +3.9% |
| 30D | -0.6% | +3.0% | -3.6% | -1.4% |
| 3M | +10.8% | -13.4% | +24.2% | +11.7% |
| 6M | +19.6% | -27.3% | +46.9% | +22.7% |
| YTD | +52.9% | -57.8% | +110.7% | +66.4% |
| 1Y | +62.2% | -60.0% | +122.2% | +77.5% |
| 3Y | +32.4% | -21.5% | +53.9% | +28.7% |
| 5Y | +129.7% | -55.0% | +184.7% | +131.9% |
| All | +329.9% | -19.3% | +349.2% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling