+284.8%
COP vs RUN
-31.9%
+316.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | +17.5% | -15.3% | +32.7% | +19.0% |
| 3M | +13.4% | -40.0% | +53.4% | +18.0% |
| 6M | +17.7% | -27.0% | +44.7% | +19.2% |
| YTD | +46.6% | -51.7% | +98.3% | +52.5% |
| 1Y | +44.6% | -45.9% | +90.5% | +47.2% |
| 3Y | +20.7% | -43.8% | +64.5% | +7.4% |
| 5Y | +185.0% | -80.5% | +265.5% | +170.4% |
| 10Y | +347.0% | +45.3% | +301.7% | +167.0% |
| All | +284.8% | -31.9% | +316.7% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling