+129.7%
COP vs RNG
-71.6%
+201.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +3.4% | +2.3% | +1.1% | +3.3% |
| 30D | -0.6% | -3.4% | +2.8% | -0.5% |
| 3M | +10.8% | +20.9% | -10.1% | +9.4% |
| 6M | +19.6% | +82.2% | -62.6% | +14.9% |
| YTD | +52.9% | +164.6% | -111.7% | +42.0% |
| 1Y | +62.2% | +177.0% | -114.8% | +50.0% |
| 3Y | +32.4% | +177.4% | -145.1% | +20.2% |
| 5Y | +129.7% | -72.3% | +202.1% | +130.1% |
| All | +129.7% | -71.6% | +201.3% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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