+186.1%
COR vs RCAT
+183.7%
+2.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | +4.5% | -3.3% | +7.9% | +4.5% |
| 3M | +22.7% | -43.2% | +65.9% | +22.6% |
| 6M | -9.7% | -43.2% | +33.4% | -9.7% |
| YTD | -1.4% | +5.5% | -7.0% | -1.3% |
| 1Y | +13.9% | -1.6% | +15.6% | +14.0% |
| 3Y | +94.0% | +773.7% | -679.7% | +90.0% |
| All | +186.1% | +183.7% | +2.4% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling