+21.8%
VZ vs COPX
+107.3%
-85.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.4% |
| 7D | +1.5% | -2.8% | +4.3% | +1.5% |
| 30D | +4.4% | -14.3% | +18.7% | +4.6% |
| 3M | -2.4% | -19.0% | +16.7% | -2.1% |
| 6M | +1.4% | -24.4% | +25.8% | +2.0% |
| YTD | +21.4% | -3.2% | +24.6% | +19.3% |
| 1Y | +20.3% | +15.2% | +5.1% | +16.5% |
| 3Y | +57.4% | +127.6% | -70.3% | +40.0% |
| All | +21.8% | +107.3% | -85.5% | +10.6% |
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