+314.1%
COPX vs RCAT
-99.8%
+413.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.5% |
| 7D | -2.8% | -5.9% | +3.1% | -2.8% |
| 30D | -14.3% | -19.7% | +5.3% | -14.2% |
| 3M | -19.0% | -62.9% | +43.8% | -18.4% |
| 6M | -24.4% | -59.6% | +35.2% | -23.9% |
| YTD | -3.2% | -52.1% | +48.8% | -2.8% |
| 1Y | +15.2% | -50.9% | +66.1% | +15.6% |
| 3Y | +127.6% | +333.8% | -206.2% | +124.9% |
| 5Y | +106.0% | +40.7% | +65.3% | +104.0% |
| All | +314.1% | -99.8% | +413.9% | +319.0% |
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 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