+4,560.7%
COP vs RGEN
+1,634.9%
+2,925.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.5% |
| 7D | -11.5% | -1.9% | -9.6% | -11.5% |
| 30D | +5.0% | +3.7% | +1.2% | +4.8% |
| 3M | +17.5% | +8.8% | +8.7% | +17.1% |
| 6M | +16.2% | +38.0% | -21.7% | +14.9% |
| YTD | +48.8% | +5.9% | +42.9% | +48.0% |
| 1Y | +64.1% | +19.7% | +44.4% | +62.7% |
| 3Y | +25.7% | +20.5% | +5.1% | +23.9% |
| 5Y | +114.4% | -35.0% | +149.3% | +113.2% |
| 10Y | +331.7% | +540.9% | -209.2% | +302.5% |
| All | +4,560.7% | +1,634.9% | +2,925.8% | +3,785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling