+246.3%
ZETA vs COPX
+167.9%
+78.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -4.0% |
| 7D | -2.4% | +5.8% | -8.2% | -5.4% |
| 30D | +15.6% | +7.2% | +8.4% | +10.9% |
| 3M | +41.5% | +16.5% | +25.0% | +28.4% |
| 6M | +63.4% | +18.4% | +45.0% | +43.7% |
| YTD | +51.3% | +31.9% | +19.4% | +21.6% |
| 1Y | +65.8% | +88.5% | -22.7% | +6.4% |
| 3Y | +279.2% | +173.1% | +106.1% | +86.4% |
| 5Y | +341.8% | +193.1% | +148.6% | +106.9% |
| All | +246.3% | +167.9% | +78.5% | +61.4% |
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 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