+186.4%
COP vs RRC
+156.2%
+30.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +3.0% | +1.3% | +1.7% | +2.5% |
| 30D | +17.5% | +10.1% | +7.4% | +13.0% |
| 3M | +13.4% | +4.0% | +9.4% | +11.5% |
| 6M | +17.7% | +1.6% | +16.1% | +17.0% |
| YTD | +46.6% | +19.7% | +26.9% | +36.2% |
| 1Y | +44.6% | +21.4% | +23.2% | +33.1% |
| 3Y | +20.7% | +29.7% | -9.0% | +5.7% |
| All | +186.4% | +156.2% | +30.1% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling