-32.8%
STZ vs COPX
+171.2%
-204.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.9% | -4.0% | +2.1% | -1.5% |
| 30D | -1.9% | +4.5% | -6.4% | -2.5% |
| 3M | -6.2% | +0.8% | -7.1% | -6.6% |
| 6M | -14.0% | +3.2% | -17.2% | -15.0% |
| YTD | -5.1% | +26.7% | -31.8% | -9.6% |
| 1Y | -9.6% | +85.7% | -95.2% | -18.9% |
| 3Y | -47.2% | +151.2% | -198.4% | -55.7% |
| All | -32.8% | +171.2% | -204.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling