+4,492.0%
COP vs RRC
+1,202.2%
+3,289.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +3.0% | +1.3% | +1.7% | +2.7% |
| 30D | +17.5% | +10.1% | +7.4% | +15.2% |
| 3M | +13.4% | +4.0% | +9.4% | +12.5% |
| 6M | +17.7% | +1.6% | +16.1% | +17.5% |
| YTD | +46.6% | +19.7% | +26.9% | +41.4% |
| 1Y | +44.6% | +21.4% | +23.2% | +38.9% |
| 3Y | +20.7% | +29.7% | -9.0% | +13.5% |
| 5Y | +185.0% | +153.9% | +31.2% | +130.6% |
| 10Y | +347.0% | +10.8% | +336.2% | +261.9% |
| All | +4,492.0% | +1,202.2% | +3,289.8% | +2,918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling