+273.7%
ZETA vs COPX
+168.3%
+105.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -0.1% | +6.0% | -6.0% | -2.8% |
| 30D | +10.5% | +6.4% | +4.0% | +6.8% |
| 3M | +44.3% | +19.3% | +25.0% | +30.9% |
| 6M | +59.4% | +16.2% | +43.2% | +43.8% |
| YTD | +49.5% | +33.2% | +16.3% | +20.9% |
| 1Y | +62.7% | +90.2% | -27.6% | +5.3% |
| All | +273.7% | +168.3% | +105.4% | +80.6% |
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