+336.7%
COP vs RGEN
+415.2%
-78.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +4.4% | -3.3% | +7.7% | +4.7% |
| 30D | 0.0% | -5.8% | +5.8% | +0.3% |
| 3M | +15.0% | +0.2% | +14.8% | +14.6% |
| 6M | +22.0% | +56.8% | -34.8% | +16.5% |
| YTD | +55.3% | +2.4% | +52.9% | +53.8% |
| 1Y | +64.1% | +11.4% | +52.7% | +61.0% |
| 3Y | +34.1% | +15.2% | +18.9% | +28.3% |
| 5Y | +133.4% | -35.1% | +168.5% | +128.2% |
| All | +336.7% | +415.2% | -78.5% | +213.0% |
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