+1,241.8%
COP vs RCAT
-100.0%
+1,341.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 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% | +13.5% |
| 6M | +17.7% | -43.2% | +60.9% | +17.8% |
| YTD | +46.6% | +5.5% | +41.0% | +46.5% |
| 1Y | +44.6% | -1.6% | +46.3% | +44.4% |
| 3Y | +20.7% | +773.7% | -753.0% | +19.8% |
| 5Y | +185.0% | +187.6% | -2.6% | +183.2% |
| 10Y | +347.0% | -98.5% | +445.4% | +338.2% |
| All | +1,241.8% | -100.0% | +1,341.8% | +1,097.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling