+127.6%
COPX vs RGEN
+15.2%
+112.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | -14.3% | -5.8% | -8.5% | -13.1% |
| 3M | -19.0% | +0.2% | -19.2% | -19.3% |
| 6M | -24.4% | +56.8% | -81.2% | -32.6% |
| YTD | -3.2% | +2.4% | -5.6% | -5.3% |
| 1Y | +15.2% | +11.4% | +3.7% | +10.6% |
| 3Y | +127.6% | +15.2% | +112.5% | +99.1% |
| All | +127.6% | +15.2% | +112.4% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling