+837.4%
STZ vs COPX
+125.0%
+712.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.1% |
| 7D | +4.9% | -1.0% | +5.9% | +5.1% |
| 30D | +20.9% | -14.8% | +35.6% | +24.8% |
| 3M | +8.0% | -17.2% | +25.2% | +11.7% |
| 6M | -5.3% | -14.5% | +9.2% | -4.0% |
| YTD | +5.9% | -0.4% | +6.3% | +2.0% |
| 1Y | +14.2% | +21.9% | -7.7% | +4.4% |
| 3Y | -37.0% | +123.7% | -160.7% | -52.1% |
| 5Y | -29.7% | +121.8% | -151.5% | -48.2% |
| 10Y | +5.2% | +397.9% | -392.7% | -43.5% |
| All | +837.4% | +125.0% | +712.5% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling