+54.8%
RCAT vs COO
-41.6%
+96.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.8% | +20.5% | +19.1% |
| 7D | -12.7% | +4.7% | -17.5% | -14.0% |
| 30D | -34.3% | +13.9% | -48.2% | -36.8% |
| 3M | -53.4% | -14.9% | -38.5% | -51.5% |
| 6M | -62.0% | +2.0% | -64.0% | -63.1% |
| YTD | -49.1% | -23.9% | -25.1% | -45.2% |
| 1Y | -53.1% | -9.6% | -43.5% | -52.5% |
| 3Y | +318.7% | -25.4% | +344.1% | +340.4% |
| All | +54.8% | -41.6% | +96.4% | +82.4% |
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