+186.4%
COP vs RGEN
-42.4%
+228.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +3.0% | -4.9% | +7.9% | +3.3% |
| 30D | +17.5% | +5.7% | +11.8% | +17.0% |
| 3M | +13.4% | +32.4% | -19.1% | +10.8% |
| 6M | +17.7% | +33.2% | -15.5% | +14.6% |
| YTD | +46.6% | +2.3% | +44.3% | +46.2% |
| 1Y | +44.6% | +39.0% | +5.6% | +39.5% |
| 3Y | +20.7% | -4.6% | +25.3% | +17.8% |
| All | +186.4% | -42.4% | +228.8% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling