+35.8%
COP vs CORZ
+213.0%
-177.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | +1.0% | -3.0% | +3.9% | +1.0% |
| 30D | +9.6% | -12.1% | +21.7% | +9.9% |
| 3M | +15.0% | -32.4% | +47.4% | +16.1% |
| 6M | +21.8% | +12.4% | +9.4% | +20.1% |
| YTD | +49.6% | +19.3% | +30.3% | +46.9% |
| 1Y | +49.9% | +8.6% | +41.2% | +47.3% |
| All | +35.8% | +213.0% | -177.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling