+193.1%
COPX vs Z
-65.8%
+258.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +6.0% | -7.1% | +13.0% | +7.3% |
| 30D | +6.4% | -4.8% | +11.2% | +7.1% |
| 3M | +19.3% | -9.3% | +28.6% | +20.6% |
| 6M | +16.2% | -29.0% | +45.2% | +22.9% |
| YTD | +33.2% | -52.9% | +86.0% | +51.9% |
| 1Y | +90.2% | -63.1% | +153.4% | +127.5% |
| 3Y | +175.7% | -36.9% | +212.5% | +185.7% |
| 5Y | +193.1% | -65.5% | +258.6% | +199.6% |
| All | +193.1% | -65.8% | +258.9% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling