+3.5%
COR vs RCAT
-59.1%
+62.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.3% | +14.3% | +3.8% |
| 7D | +9.1% | -18.5% | +27.7% | +8.8% |
| 30D | +12.4% | -37.0% | +49.4% | +11.7% |
| 3M | +15.8% | -54.9% | +70.7% | +14.7% |
| 6M | +17.1% | -63.6% | +80.7% | +16.0% |
| YTD | +5.4% | -49.6% | +55.0% | +5.1% |
| 1Y | +3.5% | -57.8% | +61.3% | +2.8% |
| All | +3.5% | -59.1% | +62.7% | +2.8% |
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