+85.7%
COPX vs RRC
+23.4%
+62.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | -4.0% | +1.3% | -5.3% | -4.0% |
| 30D | +4.5% | +10.1% | -5.6% | +4.4% |
| 3M | +0.8% | +4.0% | -3.2% | +0.8% |
| 6M | +3.2% | +1.6% | +1.6% | +2.1% |
| YTD | +26.7% | +19.7% | +7.0% | +20.4% |
| 1Y | +85.7% | +21.4% | +64.3% | +81.5% |
| All | +85.7% | +23.4% | +62.3% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling