+33.8%
COP vs CORZ
+237.5%
-203.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.4% |
| 7D | -0.8% | +16.6% | -17.4% | -1.3% |
| 30D | +15.6% | -10.9% | +26.4% | +15.9% |
| 3M | +14.3% | -31.0% | +45.4% | +15.4% |
| 6M | +17.0% | +26.0% | -9.1% | +15.0% |
| YTD | +47.4% | +28.6% | +18.8% | +44.5% |
| 1Y | +52.4% | +34.5% | +17.9% | +48.4% |
| All | +33.8% | +237.5% | -203.6% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling