+325.1%
COP vs RRC
+7.9%
+317.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | +15.6% | +9.4% | +6.2% | +12.2% |
| 3M | +14.3% | +7.4% | +7.0% | +11.7% |
| 6M | +17.0% | +1.5% | +15.5% | +16.5% |
| YTD | +47.4% | +19.4% | +28.0% | +39.0% |
| 1Y | +52.4% | +24.2% | +28.2% | +41.4% |
| 3Y | +20.8% | +32.8% | -12.0% | +7.9% |
| 5Y | +191.7% | +152.9% | +38.8% | +104.4% |
| 10Y | +325.1% | +3.9% | +321.2% | +195.4% |
| All | +325.1% | +7.9% | +317.2% | +195.4% |
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