+281.7%
CORZ vs RCAT
+476.7%
-195.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.4% | +9.7% | +4.3% |
| 7D | -7.8% | -5.6% | -2.2% | -7.0% |
| 30D | -14.8% | -27.0% | +12.2% | -10.3% |
| 3M | -32.5% | -57.9% | +25.4% | -22.8% |
| 6M | -42.7% | -59.4% | +16.7% | -35.4% |
| YTD | -9.8% | -46.9% | +37.1% | -3.4% |
| 1Y | -31.9% | -54.0% | +22.1% | -26.1% |
| All | +281.7% | +476.7% | -195.0% | +372.7% |
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