-100.0%
RCAT vs COO
+971.2%
-1,071.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +7.2% | -2.3% | +9.6% | +7.7% |
| 30D | -20.4% | +13.3% | -33.7% | -22.1% |
| 3M | -59.8% | -18.1% | -41.7% | -58.7% |
| 6M | -61.9% | +6.7% | -68.6% | -62.7% |
| YTD | -45.9% | -23.2% | -22.7% | -44.1% |
| 1Y | -50.5% | -12.3% | -38.2% | -50.0% |
| 3Y | +387.5% | -23.6% | +411.1% | +399.8% |
| 5Y | +70.9% | -38.7% | +109.6% | +79.8% |
| 10Y | -99.7% | +42.2% | -141.9% | -99.7% |
| All | -100.0% | +971.2% | -1,071.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling