-50.6%
ZTS vs COPX
+73.7%
-124.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -2.3% | -1.4% | -3.7% |
| 30D | -0.8% | +0.3% | -1.0% | -0.9% |
| 3M | -9.7% | +6.8% | -16.6% | -10.0% |
| 6M | -38.4% | +7.9% | -46.3% | -39.0% |
| YTD | -41.1% | +23.7% | -64.8% | -44.4% |
| 1Y | -50.6% | +71.5% | -122.2% | -56.0% |
| All | -50.6% | +73.7% | -124.4% | -56.0% |
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