+20.2%
COST vs RCAT
-54.8%
+75.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +0.1% |
| 7D | +2.5% | +15.6% | -13.1% | +3.2% |
| 30D | +14.6% | -24.1% | +38.7% | +13.9% |
| 3M | +15.2% | -61.9% | +77.1% | +12.5% |
| 6M | +7.2% | -64.3% | +71.5% | +5.3% |
| YTD | +27.4% | -50.4% | +77.8% | +25.3% |
| 1Y | +20.2% | -54.0% | +74.2% | +18.1% |
| All | +20.2% | -54.8% | +75.0% | +18.1% |
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