+24.5%
COP vs RSG
+57.5%
-33.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +11.7% | +3.7% | +8.1% | +10.4% |
| 3M | +17.7% | +6.2% | +11.5% | +15.3% |
| 6M | +18.3% | -2.8% | +21.1% | +18.9% |
| YTD | +49.1% | +5.9% | +43.2% | +46.3% |
| 1Y | +53.3% | -1.8% | +55.1% | +53.2% |
| All | +24.5% | +57.5% | -33.1% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling