+565.8%
COPX vs RCAT
-98.5%
+664.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -7.0% |
| 7D | -2.9% | -5.4% | +2.5% | -2.8% |
| 30D | 0.0% | -24.2% | +24.2% | +0.2% |
| 3M | +14.8% | -25.8% | +40.6% | +15.0% |
| 6M | +7.0% | -44.9% | +52.0% | +7.4% |
| YTD | +23.8% | +1.9% | +22.0% | +23.7% |
| 1Y | +75.7% | -5.2% | +80.9% | +75.4% |
| 3Y | +156.4% | +759.6% | -603.2% | +151.7% |
| 5Y | +167.6% | +187.5% | -20.0% | +163.2% |
| All | +565.8% | -98.5% | +664.3% | +531.5% |
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