+336.7%
COP vs RUN
+68.6%
+268.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +4.4% | -13.5% | +17.9% | +5.7% |
| 30D | 0.0% | +18.3% | -18.3% | -2.0% |
| 3M | +15.0% | -12.5% | +27.5% | +15.7% |
| 6M | +22.0% | -40.3% | +62.3% | +26.2% |
| YTD | +55.3% | -53.1% | +108.4% | +61.3% |
| 1Y | +64.1% | -54.3% | +118.4% | +70.4% |
| 3Y | +34.1% | -6.5% | +40.6% | +9.8% |
| 5Y | +133.4% | -85.3% | +218.7% | +135.1% |
| All | +336.7% | +68.6% | +268.2% | +108.2% |
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