+280.8%
COP vs Z
+10.9%
+269.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.8% |
| 7D | -8.4% | -5.2% | -3.3% | -8.0% |
| 30D | +0.3% | +5.7% | -5.4% | -0.8% |
| 3M | +15.1% | -8.7% | +23.8% | +15.4% |
| 6M | +19.8% | -26.0% | +45.7% | +22.8% |
| YTD | +46.8% | -55.0% | +101.9% | +59.2% |
| 1Y | +59.7% | -58.0% | +117.7% | +74.6% |
| 3Y | +28.7% | -15.2% | +43.9% | +23.9% |
| 5Y | +110.7% | -53.8% | +164.5% | +112.7% |
| 10Y | +298.3% | -14.5% | +312.8% | +198.1% |
| All | +280.8% | +10.9% | +269.9% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling