+565.2%
COPX vs RNG
+222.9%
+342.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.3% | -6.1% | +3.7% | -1.5% |
| 30D | +0.3% | +9.6% | -9.3% | -1.2% |
| 3M | +6.8% | +83.3% | -76.5% | -3.2% |
| 6M | +7.9% | +77.9% | -70.0% | -2.8% |
| YTD | +23.7% | +139.9% | -116.2% | +4.5% |
| 1Y | +71.5% | +121.7% | -50.1% | +46.3% |
| 3Y | +149.1% | +121.9% | +27.2% | +106.8% |
| 5Y | +167.3% | -68.4% | +235.7% | +175.7% |
| All | +565.2% | +222.9% | +342.3% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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