+190.5%
COPX vs RRC
-6.7%
+197.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.3% |
| 30D | +4.5% | +10.1% | -5.6% | +2.0% |
| 3M | +0.8% | +4.0% | -3.2% | -0.5% |
| 6M | +3.2% | +1.6% | +1.6% | +1.7% |
| YTD | +26.7% | +19.7% | +7.0% | +19.5% |
| 1Y | +85.7% | +21.4% | +64.3% | +73.9% |
| 3Y | +151.2% | +29.7% | +121.5% | +127.3% |
| 5Y | +170.0% | +153.9% | +16.1% | +94.7% |
| 10Y | +572.9% | +10.8% | +562.1% | +434.4% |
| All | +190.5% | -6.7% | +197.2% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling