+193.1%
COPX vs RCAT
+192.8%
+0.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +3.9% |
| 7D | +5.8% | +5.4% | +0.4% | +5.4% |
| 30D | +7.2% | -5.6% | +12.8% | +7.5% |
| 3M | +16.5% | -30.2% | +46.7% | +18.5% |
| 6M | +18.4% | -43.4% | +61.8% | +21.0% |
| YTD | +31.9% | +9.6% | +22.3% | +30.2% |
| 1Y | +88.5% | -2.0% | +90.5% | +85.8% |
| 3Y | +173.1% | +825.0% | -651.9% | +143.9% |
| 5Y | +193.1% | +199.8% | -6.7% | +167.9% |
| All | +193.1% | +192.8% | +0.3% | +167.9% |
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