+281.7%
CORZ vs COPX
+109.2%
+172.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.4% | +5.4% |
| 7D | -7.8% | +1.6% | -9.4% | -8.9% |
| 30D | -14.8% | -15.0% | +0.2% | -4.5% |
| 3M | -32.5% | -18.6% | -13.9% | -22.2% |
| 6M | -42.7% | -14.9% | -27.8% | -36.9% |
| YTD | -9.8% | +1.8% | -11.7% | -13.1% |
| 1Y | -31.9% | +19.7% | -51.6% | -41.4% |
| All | +281.7% | +109.2% | +172.4% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling