+289.9%
VZ vs COPX
+130.1%
+159.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.9% |
| 7D | +2.4% | +1.6% | +0.7% | +2.1% |
| 30D | +11.2% | -15.0% | +26.2% | +13.0% |
| 3M | 0.0% | -18.6% | +18.6% | +1.9% |
| 6M | +1.3% | -14.9% | +16.2% | +2.2% |
| YTD | +21.3% | +1.8% | +19.4% | +18.4% |
| 1Y | +23.9% | +19.7% | +4.3% | +18.2% |
| 3Y | +57.7% | +140.9% | -83.2% | +33.8% |
| 5Y | +21.2% | +130.6% | -109.4% | +1.9% |
| 10Y | +70.6% | +326.5% | -255.9% | +22.9% |
| All | +289.9% | +130.1% | +159.8% | +194.3% |
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