+90.2%
COPX vs RCAT
-7.9%
+98.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +2.0% |
| 7D | +6.0% | -2.3% | +8.3% | +6.3% |
| 30D | +6.4% | -18.7% | +25.1% | +9.6% |
| 3M | +19.3% | -29.3% | +48.6% | +24.2% |
| 6M | +16.2% | -42.3% | +58.6% | +22.7% |
| YTD | +33.2% | +2.5% | +30.6% | +29.0% |
| 1Y | +90.2% | -5.7% | +95.9% | +92.8% |
| All | +90.2% | -7.9% | +98.2% | +92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling