+280.3%
COP vs Z
+25.1%
+255.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | +3.0% | -3.0% | +6.0% | +3.3% |
| 30D | +17.5% | -4.2% | +21.7% | +17.8% |
| 3M | +13.4% | -3.7% | +17.1% | +13.2% |
| 6M | +17.7% | -24.5% | +42.2% | +20.8% |
| YTD | +46.6% | -49.3% | +95.9% | +57.6% |
| 1Y | +44.6% | -58.7% | +103.3% | +59.3% |
| 3Y | +20.7% | -34.1% | +54.8% | +21.4% |
| 5Y | +185.0% | -64.5% | +249.6% | +200.8% |
| 10Y | +347.0% | -0.5% | +347.5% | +229.6% |
| All | +280.3% | +25.1% | +255.2% | +171.6% |
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 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