+85.7%
COPX vs Z
-58.8%
+144.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -4.0% | -3.0% | -1.0% | -3.9% |
| 30D | +4.5% | -4.2% | +8.7% | +4.7% |
| 3M | +0.8% | -3.7% | +4.5% | +1.5% |
| 6M | +3.2% | -24.5% | +27.7% | +5.0% |
| YTD | +26.7% | -49.3% | +76.0% | +30.7% |
| 1Y | +85.7% | -58.7% | +144.4% | +92.6% |
| All | +85.7% | -58.8% | +144.5% | +92.6% |
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 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