+127.6%
COPX vs RCAT
-99.9%
+227.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +5.0% | -3.3% |
| 7D | +1.1% | +15.6% | -14.5% | +1.1% |
| 30D | -15.9% | -24.1% | +8.2% | -15.8% |
| 3M | -19.6% | -61.9% | +42.3% | -19.4% |
| 6M | -21.5% | -64.3% | +42.8% | -21.3% |
| YTD | -0.8% | -50.4% | +49.6% | -0.6% |
| 1Y | +15.2% | -54.0% | +69.2% | +15.3% |
| 3Y | +134.7% | +347.2% | -212.4% | +133.9% |
| 5Y | +111.3% | +45.7% | +65.6% | +110.7% |
| 10Y | +324.3% | -99.7% | +424.1% | +323.6% |
| All | +127.6% | -99.9% | +227.4% | +166.5% |
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 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