+75.7%
COPX vs Z
-64.6%
+140.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.8% | -4.2% | -6.9% |
| 7D | -2.9% | -11.6% | +8.7% | -2.6% |
| 30D | 0.0% | -8.5% | +8.5% | +0.2% |
| 3M | +14.8% | -7.9% | +22.7% | +15.3% |
| 6M | +7.0% | -29.1% | +36.1% | +9.1% |
| YTD | +23.8% | -54.2% | +78.0% | +27.4% |
| 1Y | +75.7% | -63.5% | +139.2% | +81.5% |
| All | +75.7% | -64.6% | +140.3% | +81.5% |
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