-62.8%
ZTS vs COPX
+167.3%
-230.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +0.5% |
| 7D | -4.5% | -2.9% | -1.6% | -4.1% |
| 30D | -3.3% | 0.0% | -3.3% | -3.5% |
| 3M | -9.7% | +14.8% | -24.5% | -12.6% |
| 6M | -38.8% | +7.0% | -45.9% | -40.5% |
| YTD | -41.2% | +23.8% | -65.0% | -45.0% |
| 1Y | -50.3% | +75.7% | -126.0% | -57.3% |
| 3Y | -59.1% | +156.4% | -215.5% | -69.1% |
| 5Y | -62.8% | +167.6% | -230.3% | -72.2% |
| All | -62.8% | +167.3% | -230.1% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling