+486.6%
COR vs RCAT
-99.6%
+586.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +0.9% |
| 7D | +2.4% | -5.6% | +8.0% | +2.4% |
| 30D | +7.7% | -27.0% | +34.7% | +7.8% |
| 3M | +7.5% | -57.9% | +65.4% | +7.8% |
| 6M | +34.1% | -59.4% | +93.5% | +34.4% |
| YTD | +3.9% | -46.9% | +50.8% | +3.9% |
| 1Y | -3.6% | -54.0% | +50.4% | -3.6% |
| 3Y | +80.5% | +378.4% | -297.9% | +77.6% |
| 5Y | +194.9% | +61.9% | +132.9% | +190.7% |
| 10Y | +486.6% | -99.6% | +586.2% | +466.3% |
| All | +486.6% | -99.6% | +586.2% | +466.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling