+60.7%
COP vs RCAT
-59.1%
+119.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.3% | +5.1% | -4.9% |
| 7D | -8.1% | -18.5% | +10.4% | -7.8% |
| 30D | +6.7% | -37.0% | +43.6% | +7.6% |
| 3M | +16.9% | -54.9% | +71.7% | +18.8% |
| 6M | +11.2% | -63.6% | +74.8% | +13.2% |
| YTD | +49.5% | -49.6% | +99.1% | +44.7% |
| 1Y | +60.7% | -57.8% | +118.5% | +57.5% |
| All | +60.7% | -59.1% | +119.8% | +57.5% |
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