+35.7%
COF vs RCAT
+41.8%
-6.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.0% |
| 7D | -3.4% | -5.9% | +2.6% | -3.1% |
| 30D | +0.4% | -19.7% | +20.0% | +1.3% |
| 3M | -12.5% | -62.9% | +50.3% | -7.8% |
| 6M | +8.3% | -59.6% | +67.9% | +12.6% |
| YTD | -18.6% | -52.1% | +33.5% | -17.2% |
| 1Y | -8.6% | -50.9% | +42.3% | -7.6% |
| 3Y | +94.7% | +333.8% | -239.1% | +68.6% |
| All | +35.7% | +41.8% | -6.1% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling