+124.0%
COST vs RCAT
+68.2%
+55.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +2.0% |
| 7D | +3.9% | +7.2% | -3.3% | +3.8% |
| 30D | +13.5% | -20.4% | +33.9% | +13.7% |
| 3M | +15.3% | -59.8% | +75.1% | +16.5% |
| 6M | +9.2% | -61.9% | +71.0% | +10.1% |
| YTD | +26.9% | -45.9% | +72.8% | +26.4% |
| 1Y | +19.7% | -50.5% | +70.2% | +19.3% |
| 3Y | +96.0% | +387.5% | -291.5% | +79.0% |
| 5Y | +124.0% | +70.9% | +53.1% | +110.8% |
| All | +124.0% | +68.2% | +55.8% | +110.8% |
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 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