+3,485.8%
COR vs RCAT
-100.0%
+3,585.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.5% | -1.8% |
| 7D | +0.8% | -12.7% | +13.6% | +0.8% |
| 30D | +5.1% | -34.3% | +39.4% | +5.2% |
| 3M | +2.8% | -53.4% | +56.2% | +2.9% |
| 6M | +32.5% | -62.0% | +94.5% | +32.6% |
| YTD | -0.7% | -49.1% | +48.4% | -0.6% |
| 1Y | -6.7% | -53.1% | +46.4% | -6.7% |
| 3Y | +73.7% | +318.7% | -244.9% | +73.3% |
| 5Y | +177.9% | +48.5% | +129.3% | +177.3% |
| 10Y | +533.8% | -99.6% | +633.4% | +533.6% |
| All | +3,485.8% | -100.0% | +3,585.8% | +3,530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling