+340.2%
COP vs RCAT
-98.5%
+438.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.2% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +11.7% | -18.7% | +30.4% | +11.9% |
| 3M | +17.7% | -29.3% | +47.0% | +17.9% |
| 6M | +18.3% | -42.3% | +60.6% | +18.5% |
| YTD | +49.1% | +2.5% | +46.5% | +48.6% |
| 1Y | +53.3% | -5.7% | +59.0% | +52.7% |
| 3Y | +22.2% | +764.9% | -742.7% | +18.9% |
| 5Y | +193.3% | +182.3% | +11.0% | +186.2% |
| 10Y | +340.2% | -98.5% | +438.7% | +282.7% |
| All | +340.2% | -98.5% | +438.7% | +282.7% |
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