-14.1%
STZ vs COPX
+592.9%
-607.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.1% | -9.7% | -6.5% |
| 7D | -7.4% | +5.8% | -13.1% | -8.5% |
| 30D | -10.9% | +7.2% | -18.1% | -12.3% |
| 3M | -13.4% | +16.5% | -29.9% | -16.7% |
| 6M | -16.2% | +18.4% | -34.6% | -20.6% |
| YTD | -10.4% | +31.9% | -42.4% | -17.9% |
| 1Y | -14.8% | +88.5% | -103.3% | -28.6% |
| 3Y | -50.1% | +173.1% | -223.2% | -62.9% |
| 5Y | -38.8% | +193.1% | -231.9% | -56.8% |
| 10Y | -14.1% | +591.7% | -605.8% | -58.3% |
| All | -14.1% | +592.9% | -607.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling