-42.9%
CORZ vs RCAT
-56.7%
+13.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +18.6% | -15.3% | -2.6% |
| 7D | -11.2% | -12.7% | +1.5% | -7.6% |
| 30D | -26.2% | -34.3% | +8.1% | -16.4% |
| 3M | -44.1% | -53.4% | +9.3% | -30.9% |
| 6M | -52.3% | -62.0% | +9.7% | -40.2% |
| YTD | -19.2% | -49.1% | +29.8% | -21.3% |
| 1Y | -42.9% | -53.1% | +10.2% | -44.1% |
| All | -42.9% | -56.7% | +13.8% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling