+399.4%
COF vs RCAT
-100.0%
+499.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | -3.4% | -5.9% | +2.6% | -3.4% |
| 30D | +0.4% | -19.7% | +20.0% | +0.4% |
| 3M | -12.5% | -62.9% | +50.3% | -12.4% |
| 6M | +8.3% | -59.6% | +67.9% | +8.4% |
| YTD | -18.6% | -52.1% | +33.5% | -18.5% |
| 1Y | -8.6% | -50.9% | +42.3% | -8.6% |
| 3Y | +94.7% | +333.8% | -239.1% | +94.0% |
| 5Y | +35.3% | +40.7% | -5.4% | +34.9% |
| 10Y | +185.1% | -99.8% | +284.9% | +185.7% |
| All | +399.4% | -100.0% | +499.4% | +410.1% |
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