+193.6%
COP vs RSG
+89.5%
+104.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +1.0% | -1.8% | +2.8% | +1.6% |
| 30D | +9.6% | +2.8% | +6.8% | +8.4% |
| 3M | +15.0% | +4.3% | +10.7% | +13.2% |
| 6M | +21.8% | -0.5% | +22.3% | +21.7% |
| YTD | +49.6% | +5.2% | +44.4% | +46.7% |
| 1Y | +49.9% | -2.1% | +52.0% | +50.4% |
| 3Y | +22.6% | +56.5% | -33.9% | +1.9% |
| 5Y | +193.6% | +89.5% | +104.1% | +134.9% |
| All | +193.6% | +89.5% | +104.1% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling