+340.2%
COP vs RUN
+43.6%
+296.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.5% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | +11.7% | -10.8% | +22.6% | +12.7% |
| 3M | +17.7% | -30.2% | +47.8% | +20.8% |
| 6M | +18.3% | -22.3% | +40.6% | +19.0% |
| YTD | +49.1% | -52.2% | +101.2% | +55.3% |
| 1Y | +53.3% | -45.1% | +98.4% | +56.0% |
| 3Y | +22.2% | -37.1% | +59.3% | +6.1% |
| 5Y | +193.3% | -80.3% | +273.6% | +177.7% |
| 10Y | +340.2% | +45.2% | +295.0% | +124.4% |
| All | +340.2% | +43.6% | +296.7% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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