+760.1%
COST vs RCAT
-99.8%
+859.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +5.0% | -5.9% | +10.9% | +5.0% |
| 30D | +12.8% | -19.7% | +32.5% | +12.8% |
| 3M | +15.2% | -62.9% | +78.0% | +15.4% |
| 6M | +7.4% | -59.6% | +67.0% | +7.5% |
| YTD | +29.0% | -52.1% | +81.1% | +29.1% |
| 1Y | +20.3% | -50.9% | +71.2% | +20.3% |
| 3Y | +99.0% | +333.8% | -234.8% | +97.5% |
| 5Y | +125.7% | +40.7% | +84.9% | +124.2% |
| All | +760.1% | -99.8% | +859.9% | +739.1% |
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 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