-21.5%
ZBH vs COPX
+149.4%
-170.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -4.7% | -2.3% | -2.3% | -4.5% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | +7.6% | +6.8% | +0.8% | +6.8% |
| 6M | +0.3% | +7.9% | -7.7% | -1.1% |
| YTD | +4.5% | +23.7% | -19.2% | +0.7% |
| 1Y | -9.4% | +71.5% | -80.9% | -16.8% |
| 3Y | -21.5% | +149.1% | -170.6% | -35.5% |
| All | -21.5% | +149.4% | -170.8% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling