+239.5%
ZETA vs COPX
+151.3%
+88.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -3.7% | -2.3% | -1.4% | -2.9% |
| 30D | +5.7% | +0.3% | +5.4% | +4.8% |
| 3M | +50.4% | +6.8% | +43.6% | +42.9% |
| 6M | +65.5% | +7.9% | +57.5% | +52.8% |
| YTD | +48.3% | +23.7% | +24.6% | +23.0% |
| 1Y | +45.4% | +71.5% | -26.2% | -2.0% |
| 3Y | +270.8% | +149.1% | +121.7% | +91.5% |
| 5Y | +336.1% | +167.3% | +168.8% | +112.7% |
| All | +239.5% | +151.3% | +88.2% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling