-39.6%
ZBRA vs COPX
+163.4%
-202.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -3.4% | -2.3% | -1.1% | -2.7% |
| 30D | -7.4% | +0.3% | -7.7% | -7.9% |
| 3M | +57.5% | +6.8% | +50.7% | +52.2% |
| 6M | +64.0% | +7.9% | +56.0% | +55.8% |
| YTD | +44.3% | +23.7% | +20.6% | +25.9% |
| 1Y | +10.9% | +71.5% | -60.7% | -17.5% |
| 3Y | +37.5% | +149.1% | -111.6% | -18.3% |
| All | -39.6% | +163.4% | -202.9% | -65.4% |
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