+420.1%
CORZ vs COPX
+160.3%
+259.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.4% |
| 7D | +8.4% | -4.0% | +12.3% | +11.3% |
| 30D | -17.8% | +4.5% | -22.4% | -20.4% |
| 3M | -35.9% | +0.8% | -36.7% | -36.9% |
| 6M | +12.9% | +3.2% | +9.8% | +7.9% |
| YTD | +22.9% | +26.7% | -3.8% | +1.9% |
| 1Y | +31.4% | +85.7% | -54.3% | -18.1% |
| All | +420.1% | +160.3% | +259.7% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling