+52.4%
COP vs Z
-63.3%
+115.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | -0.2% |
| 7D | -0.8% | -3.3% | +2.4% | -1.2% |
| 30D | +15.6% | -3.7% | +19.3% | +15.2% |
| 3M | +14.3% | -7.0% | +21.3% | +14.1% |
| 6M | +17.0% | -29.5% | +46.5% | +14.0% |
| YTD | +47.4% | -52.6% | +100.0% | +42.8% |
| 1Y | +52.4% | -64.0% | +116.4% | +48.5% |
| All | +52.4% | -63.3% | +115.7% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling