+292.4%
VZ vs COPX
+131.8%
+160.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | +0.9% | -1.5% | +2.5% | +1.1% |
| 30D | +8.9% | -14.0% | +22.9% | +10.6% |
| 3M | +0.1% | -17.1% | +17.2% | +1.8% |
| 6M | +1.9% | -15.9% | +17.8% | +3.0% |
| YTD | +22.0% | +2.6% | +19.4% | +19.0% |
| 1Y | +22.1% | +21.6% | +0.5% | +16.3% |
| 3Y | +58.7% | +142.7% | -84.0% | +34.5% |
| 5Y | +22.3% | +122.2% | -99.9% | +3.4% |
| 10Y | +71.6% | +338.8% | -267.1% | +23.2% |
| All | +292.4% | +131.8% | +160.6% | +195.9% |
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 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