+33.1%
ZM vs COPX
+149.4%
-116.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.7% | -2.3% | -3.3% | -5.4% |
| 30D | -9.1% | +0.3% | -9.4% | -9.3% |
| 3M | +3.5% | +6.8% | -3.3% | +2.1% |
| 6M | +25.7% | +7.9% | +17.7% | +22.8% |
| YTD | +10.8% | +23.7% | -13.0% | +3.6% |
| 1Y | +12.8% | +71.5% | -58.8% | -3.5% |
| 3Y | +33.1% | +149.1% | -116.0% | -3.8% |
| All | +33.1% | +149.4% | -116.2% | -3.8% |
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