+315.7%
VZ vs COPX
+186.2%
+129.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | +0.1% | -4.0% | +4.1% | +0.5% |
| 30D | +7.9% | +4.5% | +3.4% | +7.3% |
| 3M | +13.6% | +0.8% | +12.8% | +13.0% |
| 6M | +1.1% | +3.2% | -2.1% | -0.2% |
| YTD | +29.3% | +26.7% | +2.6% | +23.6% |
| 1Y | +21.2% | +85.7% | -64.4% | +9.7% |
| 3Y | +75.9% | +151.2% | -75.3% | +50.0% |
| 5Y | +24.1% | +170.0% | -145.9% | +2.9% |
| 10Y | +62.4% | +572.9% | -510.5% | +9.9% |
| All | +315.7% | +186.2% | +129.5% | +207.3% |
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