-57.8%
RCAT vs COO
-7.7%
-50.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +5.9% | -16.2% | -9.8% |
| 7D | -18.5% | +8.4% | -27.0% | -18.0% |
| 30D | -37.0% | +13.5% | -50.4% | -36.6% |
| 3M | -54.9% | -13.8% | -41.1% | -53.5% |
| 6M | -63.6% | +4.7% | -68.4% | -63.9% |
| YTD | -49.6% | -21.4% | -28.2% | -42.0% |
| 1Y | -57.8% | -6.7% | -51.1% | -60.1% |
| All | -57.8% | -7.7% | -50.2% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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