+193.3%
COP vs RNG
-70.2%
+263.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -0.5% | -4.1% | +3.6% | -0.3% |
| 30D | +11.7% | +8.6% | +3.1% | +11.2% |
| 3M | +17.7% | +78.0% | -60.3% | +13.8% |
| 6M | +18.3% | +67.0% | -48.7% | +14.4% |
| YTD | +49.1% | +142.4% | -93.4% | +40.2% |
| 1Y | +53.3% | +120.4% | -67.1% | +44.9% |
| 3Y | +22.2% | +122.1% | -100.0% | +13.2% |
| 5Y | +193.3% | -69.8% | +263.2% | +168.1% |
| All | +193.3% | -70.2% | +263.5% | +168.1% |
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