+209.6%
COP vs RNG
+340.1%
-130.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +4.4% | +4.6% | -0.2% | +4.0% |
| 30D | 0.0% | +0.4% | -0.5% | -0.2% |
| 3M | +15.0% | +11.4% | +3.6% | +13.7% |
| 6M | +22.0% | +95.7% | -73.7% | +14.2% |
| YTD | +55.3% | +162.9% | -107.5% | +39.8% |
| 1Y | +64.1% | +180.3% | -116.1% | +46.7% |
| 3Y | +34.1% | +188.3% | -154.3% | +17.0% |
| 5Y | +133.4% | -72.5% | +205.9% | +145.6% |
| 10Y | +338.6% | +236.7% | +101.9% | +202.9% |
| All | +209.6% | +340.1% | -130.5% | +104.1% |
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 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