+4,492.0%
COP vs RGEN
+1,576.0%
+2,916.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +3.0% | -4.9% | +7.9% | +3.1% |
| 30D | +17.5% | +5.7% | +11.8% | +17.3% |
| 3M | +13.4% | +32.4% | -19.1% | +12.3% |
| 6M | +17.7% | +33.2% | -15.5% | +16.5% |
| YTD | +46.6% | +2.3% | +44.3% | +46.1% |
| 1Y | +44.6% | +39.0% | +5.6% | +42.8% |
| 3Y | +20.7% | -4.6% | +25.3% | +19.7% |
| 5Y | +185.0% | -42.7% | +227.7% | +184.5% |
| 10Y | +347.0% | +433.6% | -86.6% | +318.7% |
| All | +4,492.0% | +1,576.0% | +2,916.0% | +3,734.7% |
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