+173.1%
COPX vs Z
-37.5%
+210.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.4% | +10.6% | +5.2% |
| 7D | +5.8% | -3.3% | +9.0% | +6.3% |
| 30D | +7.2% | -3.7% | +10.9% | +7.6% |
| 3M | +16.5% | -7.0% | +23.5% | +17.2% |
| 6M | +18.4% | -29.5% | +48.0% | +25.6% |
| YTD | +31.9% | -52.6% | +84.5% | +51.1% |
| 1Y | +88.5% | -64.0% | +152.5% | +129.4% |
| 3Y | +173.1% | -36.4% | +209.5% | +182.6% |
| All | +173.1% | -37.5% | +210.5% | +182.6% |
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 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