+1,026.5%
ZBRA vs COPX
+200.8%
+825.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -1.8% | +6.0% | -7.8% | -4.4% |
| 30D | -8.8% | +6.4% | -15.2% | -11.5% |
| 3M | +47.2% | +19.3% | +28.0% | +35.3% |
| 6M | +61.3% | +16.2% | +45.1% | +47.9% |
| YTD | +42.0% | +33.2% | +8.9% | +20.0% |
| 1Y | +10.5% | +90.2% | -79.8% | -21.2% |
| 3Y | +34.5% | +175.7% | -141.2% | -21.4% |
| 5Y | -40.3% | +193.1% | -233.4% | -67.0% |
| 10Y | +421.5% | +619.4% | -197.9% | +77.3% |
| All | +1,026.5% | +200.8% | +825.7% | +403.7% |
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