+565.2%
COPX vs RRC
+4.9%
+560.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -2.3% | -1.8% | -0.6% | -2.0% |
| 30D | +0.3% | +2.7% | -2.4% | -0.3% |
| 3M | +6.8% | +8.8% | -2.0% | +4.7% |
| 6M | +7.9% | -1.2% | +9.1% | +7.4% |
| YTD | +23.7% | +17.6% | +6.2% | +18.5% |
| 1Y | +71.5% | +18.4% | +53.1% | +63.7% |
| 3Y | +149.1% | +33.1% | +116.0% | +129.4% |
| 5Y | +167.3% | +148.2% | +19.2% | +111.2% |
| All | +565.2% | +4.9% | +560.3% | +400.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling