+192.1%
COP vs RNG
+327.7%
-135.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.8% |
| 7D | +3.0% | +5.8% | -2.8% | +2.5% |
| 30D | +17.5% | +19.6% | -2.1% | +15.7% |
| 3M | +13.4% | +67.0% | -53.7% | +7.9% |
| 6M | +17.7% | +88.4% | -70.6% | +10.3% |
| YTD | +46.6% | +155.5% | -108.9% | +32.5% |
| 1Y | +44.6% | +141.7% | -97.1% | +31.1% |
| 3Y | +20.7% | +131.1% | -110.4% | +7.5% |
| 5Y | +185.0% | -70.6% | +255.6% | +196.6% |
| 10Y | +347.0% | +228.2% | +118.8% | +209.4% |
| All | +192.1% | +327.7% | -135.6% | +93.4% |
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