+25.7%
COP vs Z
-21.1%
+46.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.6% |
| 7D | -11.5% | -4.6% | -7.0% | -11.5% |
| 30D | +5.0% | +8.3% | -3.4% | +4.7% |
| 3M | +17.5% | -11.6% | +29.1% | +17.5% |
| 6M | +16.2% | -33.6% | +49.9% | +17.6% |
| YTD | +48.8% | -56.7% | +105.5% | +54.5% |
| 1Y | +64.1% | -59.1% | +123.2% | +71.2% |
| 3Y | +25.7% | -20.4% | +46.0% | +30.7% |
| All | +25.7% | -21.1% | +46.7% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling