+186.4%
COP vs RCAT
+183.7%
+2.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | +3.0% | -1.4% | +4.4% | +3.0% |
| 30D | +17.5% | -3.3% | +20.8% | +17.5% |
| 3M | +13.4% | -43.2% | +56.6% | +14.7% |
| 6M | +17.7% | -43.2% | +60.9% | +18.6% |
| YTD | +46.6% | +5.5% | +41.0% | +44.6% |
| 1Y | +44.6% | -1.6% | +46.3% | +42.2% |
| 3Y | +20.7% | +773.7% | -753.0% | +11.2% |
| All | +186.4% | +183.7% | +2.6% | +168.3% |
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