+70.9%
RCAT vs COO
-41.3%
+112.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +7.2% | -2.3% | +9.6% | +7.9% |
| 30D | -20.4% | +13.3% | -33.7% | -23.2% |
| 3M | -59.8% | -18.1% | -41.7% | -57.7% |
| 6M | -61.9% | +6.7% | -68.6% | -63.5% |
| YTD | -45.9% | -23.2% | -22.7% | -41.9% |
| 1Y | -50.5% | -12.3% | -38.2% | -49.3% |
| 3Y | +387.5% | -23.6% | +411.1% | +408.5% |
| 5Y | +70.9% | -38.7% | +109.6% | +92.1% |
| All | +70.9% | -41.3% | +112.3% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling