+135.3%
COPX vs RCAT
-99.9%
+235.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -1.5% | +7.2% | -8.8% | -1.6% |
| 30D | -14.0% | -20.4% | +6.4% | -13.9% |
| 3M | -17.1% | -59.8% | +42.6% | -16.9% |
| 6M | -15.9% | -61.9% | +46.0% | -15.7% |
| YTD | +2.6% | -45.9% | +48.5% | +2.7% |
| 1Y | +21.6% | -50.5% | +72.1% | +21.8% |
| 3Y | +142.7% | +387.5% | -244.8% | +141.8% |
| 5Y | +122.2% | +70.9% | +51.3% | +121.6% |
| 10Y | +338.8% | -99.7% | +438.5% | +337.8% |
| All | +135.3% | -99.9% | +235.2% | +175.4% |
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