+340.2%
COP vs RGEN
+402.3%
-62.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | -0.5% | -4.6% | +4.1% | -0.1% |
| 30D | +11.7% | +1.2% | +10.6% | +11.5% |
| 3M | +17.7% | +26.8% | -9.2% | +15.0% |
| 6M | +18.3% | +29.1% | -10.7% | +15.0% |
| YTD | +49.1% | +0.7% | +48.3% | +48.2% |
| 1Y | +53.3% | +39.1% | +14.3% | +47.2% |
| 3Y | +22.2% | +2.2% | +19.9% | +18.2% |
| 5Y | +193.3% | -44.0% | +237.3% | +190.9% |
| 10Y | +340.2% | +412.7% | -72.5% | +213.6% |
| All | +340.2% | +402.3% | -62.0% | +213.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling