+190.5%
COPX vs RGEN
+4,504.4%
-4,313.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.4% |
| 7D | -4.0% | -4.9% | +0.9% | -3.2% |
| 30D | +4.5% | +5.7% | -1.1% | +3.5% |
| 3M | +0.8% | +32.4% | -31.6% | -4.4% |
| 6M | +3.2% | +33.2% | -30.0% | -2.7% |
| YTD | +26.7% | +2.3% | +24.4% | +25.1% |
| 1Y | +85.7% | +39.0% | +46.7% | +73.3% |
| 3Y | +151.2% | -4.6% | +155.8% | +141.8% |
| 5Y | +170.0% | -42.7% | +212.7% | +171.3% |
| 10Y | +572.9% | +433.6% | +139.3% | +373.6% |
| All | +190.5% | +4,504.4% | -4,313.9% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling