+104.4%
COST vs RCAT
+184.3%
-79.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | -2.8% | -2.3% | -0.5% | -2.8% |
| 30D | -5.3% | -18.7% | +13.4% | -5.1% |
| 3M | -6.7% | -29.3% | +22.6% | -6.4% |
| 6M | -9.9% | -42.3% | +32.4% | -9.6% |
| YTD | +5.1% | +2.5% | +2.6% | +4.1% |
| 1Y | -7.3% | -5.7% | -1.6% | -8.4% |
| 3Y | +70.4% | +764.9% | -694.5% | +56.5% |
| 5Y | +104.4% | +182.3% | -77.9% | +89.5% |
| All | +104.4% | +184.3% | -79.9% | +89.5% |
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