+390.7%
ZS vs COPX
+309.1%
+81.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -6.0% |
| 7D | -9.2% | +5.8% | -15.0% | -10.9% |
| 30D | -4.0% | +7.2% | -11.2% | -6.4% |
| 3M | +25.3% | +16.5% | +8.8% | +18.2% |
| 6M | -1.3% | +18.4% | -19.7% | -8.9% |
| YTD | -28.0% | +31.9% | -59.9% | -37.5% |
| 1Y | -42.5% | +88.5% | -131.0% | -56.9% |
| 3Y | +0.7% | +173.1% | -172.4% | -36.9% |
| 5Y | -42.3% | +193.1% | -235.4% | -65.1% |
| All | +390.7% | +309.1% | +81.6% | +166.3% |
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 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