+329.9%
COP vs RRC
+71.8%
+258.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +3.4% | +2.5% | +0.9% | +2.5% |
| 30D | -0.6% | +21.1% | -21.7% | -7.4% |
| 3M | +10.8% | +28.4% | -17.6% | +1.3% |
| 6M | +19.6% | +26.5% | -6.8% | +9.9% |
| YTD | +52.9% | +47.0% | +5.9% | +33.6% |
| 1Y | +62.2% | +35.2% | +27.0% | +45.5% |
| 3Y | +32.4% | +61.0% | -28.6% | +10.3% |
| 5Y | +129.7% | +133.6% | -3.9% | +63.6% |
| All | +329.9% | +71.8% | +258.1% | +148.3% |
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