+341.6%
ZETA vs COPX
+167.3%
+174.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +4.2% |
| 7D | -6.5% | -2.9% | -3.6% | -5.3% |
| 30D | +4.8% | 0.0% | +4.8% | +4.1% |
| 3M | +53.3% | +14.8% | +38.5% | +39.3% |
| 6M | +66.8% | +7.0% | +59.8% | +54.5% |
| YTD | +50.2% | +23.8% | +26.3% | +23.8% |
| 1Y | +62.0% | +75.7% | -13.7% | +6.5% |
| 3Y | +276.4% | +156.4% | +120.0% | +86.1% |
| 5Y | +341.6% | +167.6% | +174.0% | +114.3% |
| All | +341.6% | +167.3% | +174.3% | +114.3% |
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 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