+191.7%
COP vs RUN
-80.3%
+272.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.5% |
| 7D | -0.8% | +10.2% | -11.0% | -1.2% |
| 30D | +15.6% | -9.6% | +25.2% | +15.9% |
| 3M | +14.3% | -31.5% | +45.8% | +15.5% |
| 6M | +17.0% | -18.7% | +35.7% | +16.9% |
| YTD | +47.4% | -49.9% | +97.3% | +49.7% |
| 1Y | +52.4% | -45.5% | +97.9% | +53.5% |
| 3Y | +20.8% | -34.1% | +54.9% | +13.0% |
| 5Y | +191.7% | -79.4% | +271.1% | +182.4% |
| All | +191.7% | -80.3% | +272.0% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling