+24.5%
CORZ vs COPX
+87.6%
-63.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -4.0% |
| 7D | +7.6% | +6.0% | +1.6% | +4.0% |
| 30D | -6.9% | +6.4% | -13.4% | -10.4% |
| 3M | -33.0% | +19.3% | -52.3% | -40.4% |
| 6M | +19.3% | +16.2% | +3.1% | +6.0% |
| YTD | +24.2% | +33.2% | -8.9% | +5.3% |
| 1Y | +24.5% | +90.2% | -65.7% | -3.5% |
| All | +24.5% | +87.6% | -63.1% | -3.5% |
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