+338.5%
COP vs RSG
+428.9%
-90.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +8.6% | +4.0% | +4.7% | +5.8% |
| 3M | +19.9% | +7.4% | +12.5% | +14.0% |
| 6M | +19.0% | +0.1% | +18.9% | +18.3% |
| YTD | +50.0% | +6.0% | +43.9% | +43.4% |
| 1Y | +50.5% | -3.0% | +53.5% | +52.2% |
| 3Y | +25.2% | +56.5% | -31.3% | -13.2% |
| 5Y | +194.3% | +90.9% | +103.3% | +67.6% |
| All | +338.5% | +428.9% | -90.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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