+1,494.1%
COR vs COPX
+186.2%
+1,307.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.8% |
| 7D | +2.8% | -4.0% | +6.8% | +3.4% |
| 30D | +4.5% | +4.5% | 0.0% | +3.7% |
| 3M | +22.7% | +0.8% | +21.8% | +21.7% |
| 6M | -9.7% | +3.2% | -12.9% | -11.5% |
| YTD | -1.4% | +26.7% | -28.1% | -7.5% |
| 1Y | +13.9% | +85.7% | -71.8% | -1.1% |
| 3Y | +94.0% | +151.2% | -57.2% | +53.7% |
| 5Y | +184.0% | +170.0% | +14.0% | +115.5% |
| 10Y | +406.8% | +572.9% | -166.2% | +191.4% |
| All | +1,494.1% | +186.2% | +1,307.9% | +955.1% |
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