+444.5%
CORZ vs COPX
+171.0%
+273.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +2.0% |
| 7D | +16.6% | +5.8% | +10.8% | +12.4% |
| 30D | -10.9% | +7.2% | -18.1% | -15.1% |
| 3M | -31.0% | +16.5% | -47.5% | -38.3% |
| 6M | +26.0% | +18.4% | +7.6% | +9.9% |
| YTD | +28.6% | +31.9% | -3.3% | +3.9% |
| 1Y | +34.5% | +88.5% | -54.0% | -16.8% |
| All | +444.5% | +171.0% | +273.5% | +159.6% |
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 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