+149.3%
COPX vs RNG
+120.1%
+29.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -6.9% |
| 7D | -2.9% | -9.6% | +6.7% | -1.8% |
| 30D | 0.0% | +8.8% | -8.8% | -1.1% |
| 3M | +14.8% | +78.6% | -63.8% | +5.9% |
| 6M | +7.0% | +70.3% | -63.2% | -1.7% |
| YTD | +23.8% | +140.3% | -116.5% | +4.5% |
| 1Y | +75.7% | +126.6% | -50.9% | +49.5% |
| All | +149.3% | +120.1% | +29.2% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling