+120.8%
COF vs RCAT
+738.1%
-617.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.0% | -1.1% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | -3.4% | -18.7% | +15.3% | -2.4% |
| 3M | +15.4% | -29.3% | +44.7% | +17.0% |
| 6M | +14.4% | -42.3% | +56.7% | +16.2% |
| YTD | -12.0% | +2.5% | -14.5% | -13.8% |
| 1Y | -3.7% | -5.7% | +1.9% | -6.2% |
| All | +120.8% | +738.1% | -617.3% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling