+298.3%
COP vs RCAT
-99.6%
+397.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.4% | -12.7% | -1.4% |
| 7D | -8.4% | +1.1% | -9.5% | -8.5% |
| 30D | +0.3% | -22.0% | +22.3% | +0.4% |
| 3M | +15.1% | -51.1% | +66.2% | +15.6% |
| 6M | +19.8% | -56.6% | +76.4% | +20.2% |
| YTD | +46.8% | -43.3% | +90.1% | +46.9% |
| 1Y | +59.7% | -51.5% | +111.3% | +59.9% |
| 3Y | +28.7% | +411.4% | -382.7% | +25.9% |
| 5Y | +110.7% | +74.4% | +36.3% | +106.7% |
| 10Y | +298.3% | -99.6% | +397.9% | +277.9% |
| All | +298.3% | -99.6% | +397.9% | +277.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling