-31.6%
ZS vs COPX
+31.7%
-63.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.3% |
| 7D | -12.3% | -3.0% | -9.3% | -12.3% |
| 30D | +11.2% | -13.6% | +24.9% | +11.0% |
| 3M | +37.5% | -11.2% | +48.7% | +37.4% |
| 6M | +57.8% | -2.4% | +60.2% | +59.4% |
| YTD | -0.2% | +4.2% | -4.4% | -4.0% |
| 1Y | -31.6% | +32.2% | -63.8% | -36.9% |
| All | -31.6% | +31.7% | -63.4% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling