+578.0%
COPX vs Z
+25.1%
+552.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | -4.0% | -3.0% | -1.0% | -3.4% |
| 30D | +4.5% | -4.2% | +8.7% | +5.1% |
| 3M | +0.8% | -3.7% | +4.5% | +0.8% |
| 6M | +3.2% | -24.5% | +27.7% | +8.1% |
| YTD | +26.7% | -49.3% | +76.0% | +43.2% |
| 1Y | +85.7% | -58.7% | +144.4% | +118.0% |
| 3Y | +151.2% | -34.1% | +185.3% | +158.6% |
| 5Y | +170.0% | -64.5% | +234.5% | +196.8% |
| 10Y | +572.9% | -0.5% | +573.4% | +409.3% |
| All | +578.0% | +25.1% | +552.9% | +383.5% |
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 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