+462.2%
COF vs RCAT
-100.0%
+562.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -0.6% | -3.3% | +2.8% | -0.6% |
| 3M | +20.3% | -43.2% | +63.5% | +20.4% |
| 6M | +13.0% | -43.2% | +56.2% | +13.1% |
| YTD | -8.3% | +5.5% | -13.9% | -8.4% |
| 1Y | -1.5% | -1.6% | +0.2% | -1.5% |
| 3Y | +122.3% | +773.7% | -651.4% | +121.2% |
| 5Y | +52.5% | +187.6% | -135.1% | +51.8% |
| 10Y | +264.9% | -98.5% | +363.3% | +265.7% |
| All | +462.2% | -100.0% | +562.2% | +473.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling