+298.3%
COP vs RRC
+63.1%
+235.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -8.4% | -10.3% | +1.9% | -5.1% |
| 30D | +0.3% | +19.5% | -19.2% | -6.1% |
| 3M | +15.1% | +27.9% | -12.8% | +5.4% |
| 6M | +19.8% | +21.2% | -1.4% | +11.7% |
| YTD | +46.8% | +39.6% | +7.2% | +30.5% |
| 1Y | +59.7% | +31.3% | +28.5% | +44.8% |
| 3Y | +28.7% | +51.9% | -23.2% | +9.3% |
| 5Y | +110.7% | +110.2% | +0.5% | +55.0% |
| 10Y | +298.3% | +56.7% | +241.6% | +132.0% |
| All | +298.3% | +63.1% | +235.2% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling