+312.3%
COPX vs RNG
+309.1%
+3.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +4.7% |
| 7D | +5.8% | -0.8% | +6.6% | +5.8% |
| 30D | +7.2% | +11.4% | -4.2% | +5.3% |
| 3M | +16.5% | +72.1% | -55.6% | +6.3% |
| 6M | +18.4% | +67.9% | -49.5% | +7.3% |
| YTD | +31.9% | +144.3% | -112.4% | +10.8% |
| 1Y | +88.5% | +117.5% | -29.0% | +60.8% |
| 3Y | +173.1% | +123.9% | +49.2% | +125.6% |
| 5Y | +193.1% | -70.1% | +263.2% | +206.6% |
| 10Y | +591.7% | +215.9% | +375.8% | +341.0% |
| All | +312.3% | +309.1% | +3.2% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling