+60.7%
COP vs RGEN
+19.5%
+41.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.1% | -5.2% |
| 7D | -8.1% | -3.5% | -4.6% | -8.6% |
| 30D | +6.7% | -6.0% | +12.6% | +5.8% |
| 3M | +16.9% | +19.0% | -2.1% | +21.0% |
| 6M | +11.2% | +50.7% | -39.6% | +20.6% |
| YTD | +49.5% | +8.8% | +40.8% | +62.3% |
| 1Y | +60.7% | +21.3% | +39.4% | +72.9% |
| All | +60.7% | +19.5% | +41.1% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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