+85.0%
COR vs COPX
+128.6%
-43.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +2.8% |
| 7D | +7.8% | -2.8% | +10.7% | +7.7% |
| 30D | +7.0% | -14.3% | +21.3% | +6.0% |
| 3M | +16.3% | -19.0% | +35.3% | +14.8% |
| 6M | +41.3% | -24.4% | +65.7% | +39.7% |
| YTD | +7.1% | -3.2% | +10.4% | +7.9% |
| 1Y | -0.8% | +15.2% | -16.0% | +1.0% |
| 3Y | +85.0% | +127.6% | -42.6% | +102.8% |
| All | +85.0% | +128.6% | -43.6% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling