+113.0%
COP vs RCAT
+46.9%
+66.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.6% | -18.1% | +0.1% |
| 7D | -11.5% | -12.7% | +1.2% | -11.3% |
| 30D | +5.0% | -34.3% | +39.3% | +5.9% |
| 3M | +17.5% | -53.4% | +70.9% | +19.5% |
| 6M | +16.2% | -62.0% | +78.2% | +18.3% |
| YTD | +48.8% | -49.1% | +97.8% | +49.2% |
| 1Y | +64.1% | -53.1% | +117.2% | +64.6% |
| 3Y | +25.7% | +318.7% | -293.0% | +17.7% |
| All | +113.0% | +46.9% | +66.1% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling