+512.3%
COR vs RCAT
-99.6%
+611.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.4% | -7.7% | +3.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.3% |
| 30D | +6.8% | -22.0% | +28.8% | +6.8% |
| 3M | +8.1% | -51.1% | +59.2% | +8.4% |
| 6M | +33.0% | -56.6% | +89.6% | +33.3% |
| YTD | +3.0% | -43.3% | +46.2% | +3.0% |
| 1Y | -3.4% | -51.5% | +48.1% | -3.4% |
| 3Y | +80.1% | +411.4% | -331.2% | +77.2% |
| 5Y | +194.7% | +74.4% | +120.3% | +190.5% |
| 10Y | +512.3% | -99.6% | +611.9% | +488.2% |
| All | +512.3% | -99.6% | +611.9% | +488.2% |
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