+318.0%
CORZ vs COPX
+103.9%
+214.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | +0.9% |
| 7D | +26.4% | +1.1% | +25.3% | +25.4% |
| 30D | -6.8% | -15.9% | +9.1% | +5.2% |
| 3M | -31.1% | -19.6% | -11.5% | -19.9% |
| 6M | -36.9% | -21.5% | -15.4% | -26.5% |
| YTD | -1.2% | -0.8% | -0.5% | -3.1% |
| 1Y | -12.5% | +15.2% | -27.7% | -22.6% |
| All | +318.0% | +103.9% | +214.1% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling