+12.5%
STZ vs COPX
+327.1%
-314.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | +5.3% | +1.6% | +3.7% | +5.0% |
| 30D | +19.6% | -15.0% | +34.6% | +23.1% |
| 3M | +10.0% | -18.6% | +28.5% | +13.7% |
| 6M | -0.3% | -14.9% | +14.7% | +1.1% |
| YTD | +8.6% | +1.8% | +6.7% | +4.1% |
| 1Y | +16.6% | +19.7% | -3.1% | +7.3% |
| 3Y | -34.8% | +140.9% | -175.7% | -51.1% |
| 5Y | -27.8% | +130.6% | -158.4% | -47.1% |
| 10Y | +12.5% | +326.5% | -314.0% | -41.1% |
| All | +12.5% | +327.1% | -314.6% | -41.1% |
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