+204.8%
COP vs RNG
+343.0%
-138.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +3.4% | +2.3% | +1.1% | +3.2% |
| 30D | -0.6% | -3.4% | +2.8% | -0.4% |
| 3M | +10.8% | +20.9% | -10.1% | +8.7% |
| 6M | +19.6% | +82.2% | -62.6% | +12.7% |
| YTD | +52.9% | +164.6% | -111.7% | +37.5% |
| 1Y | +62.2% | +177.0% | -114.8% | +45.2% |
| 3Y | +32.4% | +177.4% | -145.1% | +15.9% |
| 5Y | +129.7% | -72.3% | +202.1% | +141.7% |
| 10Y | +331.8% | +238.9% | +92.8% | +198.0% |
| All | +204.8% | +343.0% | -138.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling