+127.6%
COPX vs RRC
+60.0%
+67.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -2.8% | +6.4% | -9.2% | -4.1% |
| 30D | -14.3% | +23.9% | -38.2% | -18.5% |
| 3M | -19.0% | +30.2% | -49.2% | -24.0% |
| 6M | -24.4% | +26.3% | -50.7% | -28.8% |
| YTD | -3.2% | +48.1% | -51.3% | -14.4% |
| 1Y | +15.2% | +37.7% | -22.5% | +4.2% |
| 3Y | +127.6% | +60.3% | +67.3% | +92.0% |
| All | +127.6% | +60.0% | +67.7% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling