+64.1%
COP vs RRC
+36.3%
+27.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +4.4% | +6.4% | -2.0% | +1.7% |
| 30D | 0.0% | +23.9% | -23.9% | -11.2% |
| 3M | +15.0% | +30.2% | -15.2% | -0.6% |
| 6M | +22.0% | +26.3% | -4.3% | +6.9% |
| YTD | +55.3% | +48.1% | +7.3% | +30.0% |
| 1Y | +64.1% | +37.7% | +26.5% | +40.6% |
| All | +64.1% | +36.3% | +27.9% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling