+193.1%
COPX vs RRC
+154.4%
+38.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +6.0% | -1.7% | +7.7% | +6.4% |
| 30D | +6.4% | +3.6% | +2.8% | +5.5% |
| 3M | +19.3% | +8.8% | +10.4% | +16.3% |
| 6M | +16.2% | +0.8% | +15.4% | +14.8% |
| YTD | +33.2% | +19.0% | +14.2% | +25.5% |
| 1Y | +90.2% | +22.9% | +67.3% | +77.1% |
| 3Y | +175.7% | +32.3% | +143.4% | +147.3% |
| 5Y | +193.1% | +151.6% | +41.5% | +117.9% |
| All | +193.1% | +154.4% | +38.8% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling