-41.3%
CORZ vs COPX
+31.7%
-73.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.0% | -14.4% | -13.0% |
| 7D | -14.9% | -3.0% | -12.0% | -13.4% |
| 30D | -23.1% | -13.6% | -9.5% | -15.2% |
| 3M | -44.1% | -11.2% | -32.8% | -39.6% |
| 6M | -39.5% | -2.4% | -37.1% | -39.3% |
| YTD | -12.4% | +4.2% | -16.6% | -18.0% |
| 1Y | -41.3% | +32.2% | -73.5% | -54.6% |
| All | -41.3% | +31.7% | -73.0% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling