+166.5%
ZTS vs COPX
+202.7%
-36.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.8% |
| 7D | -4.8% | +5.8% | -10.5% | -6.0% |
| 30D | +1.2% | +7.2% | -6.0% | -0.4% |
| 3M | -6.0% | +16.5% | -22.5% | -9.9% |
| 6M | -38.7% | +18.4% | -57.2% | -42.0% |
| YTD | -40.6% | +31.9% | -72.5% | -45.7% |
| 1Y | -50.6% | +88.5% | -139.1% | -58.7% |
| 3Y | -58.7% | +173.1% | -231.8% | -69.4% |
| 5Y | -62.8% | +193.1% | -255.9% | -73.4% |
| 10Y | +56.2% | +591.7% | -535.5% | -16.6% |
| All | +166.5% | +202.7% | -36.2% | +70.0% |
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 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