+310.1%
COP vs Z
-19.5%
+329.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.4% |
| 7D | -6.1% | -6.5% | +0.4% | -5.6% |
| 30D | +1.1% | -0.1% | +1.2% | +0.6% |
| 3M | +10.9% | -14.1% | +25.1% | +12.0% |
| 6M | +20.8% | -30.1% | +50.8% | +24.4% |
| YTD | +48.0% | -57.5% | +105.6% | +60.9% |
| 1Y | +58.5% | -60.3% | +118.9% | +73.7% |
| 3Y | +28.1% | -21.0% | +49.2% | +24.5% |
| 5Y | +120.5% | -54.9% | +175.4% | +122.6% |
| 10Y | +310.1% | -16.0% | +326.2% | +212.6% |
| All | +310.1% | -19.5% | +329.6% | +212.6% |
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