+606.1%
COST vs RCAT
-98.5%
+704.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -1.2% | -4.9% | +3.7% | -1.2% |
| 30D | -4.7% | -22.9% | +18.1% | -4.7% |
| 3M | -7.1% | -33.7% | +26.6% | -7.1% |
| 6M | -8.5% | -50.7% | +42.2% | -8.4% |
| YTD | +5.4% | +0.4% | +5.0% | +5.3% |
| 1Y | -5.6% | -27.6% | +22.0% | -5.7% |
| 3Y | +68.5% | +753.2% | -684.7% | +67.0% |
| 5Y | +105.2% | +183.3% | -78.0% | +103.6% |
| All | +606.1% | -98.5% | +704.6% | +590.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling