+1,659.2%
COP vs RSG
+2,015.2%
-356.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +17.5% | +7.6% | +9.9% | +14.9% |
| 3M | +13.4% | +7.4% | +5.9% | +10.8% |
| 6M | +17.7% | -3.3% | +21.0% | +18.8% |
| YTD | +46.6% | +6.0% | +40.6% | +43.8% |
| 1Y | +44.6% | -3.7% | +48.3% | +45.9% |
| 3Y | +20.7% | +59.1% | -38.4% | +3.8% |
| 5Y | +185.0% | +89.0% | +96.0% | +131.1% |
| 10Y | +347.0% | +412.5% | -65.5% | +181.7% |
| All | +1,659.2% | +2,015.2% | -356.1% | +744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling