+336.7%
COP vs Z
-16.5%
+353.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.2% |
| 7D | +4.4% | +0.8% | +3.6% | +4.3% |
| 30D | 0.0% | +5.2% | -5.2% | -1.1% |
| 3M | +15.0% | -17.0% | +32.1% | +16.6% |
| 6M | +22.0% | -22.7% | +44.7% | +24.2% |
| YTD | +55.3% | -56.3% | +111.7% | +68.4% |
| 1Y | +64.1% | -57.7% | +121.8% | +78.4% |
| 3Y | +34.1% | -16.5% | +50.6% | +29.3% |
| 5Y | +133.4% | -53.4% | +186.8% | +134.7% |
| All | +336.7% | -16.5% | +353.2% | +230.5% |
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