-5.9%
COF vs RCAT
-7.4%
+1.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -6.1% | -5.4% | -0.7% | -5.8% |
| 30D | -5.2% | -24.2% | +19.0% | -3.7% |
| 3M | +17.0% | -25.8% | +42.8% | +18.4% |
| 6M | +12.9% | -44.9% | +57.8% | +15.1% |
| YTD | -13.5% | +1.9% | -15.4% | -15.3% |
| 1Y | -5.9% | -5.2% | -0.7% | -5.5% |
| All | -5.9% | -7.4% | +1.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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