+73.7%
COR vs RCAT
+339.1%
-265.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -1.6% |
| 7D | +0.8% | -12.7% | +13.6% | +0.7% |
| 30D | +5.1% | -34.3% | +39.4% | +4.8% |
| 3M | +2.8% | -53.4% | +56.2% | +2.3% |
| 6M | +32.5% | -62.0% | +94.5% | +31.8% |
| YTD | -0.7% | -49.1% | +48.4% | -0.8% |
| 1Y | -6.7% | -53.1% | +46.4% | -6.9% |
| 3Y | +73.7% | +318.7% | -244.9% | +80.8% |
| All | +73.7% | +339.1% | -265.4% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling