-100.0%
RCAT vs COO
+1,084.6%
-1,184.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | -3.3% | -7.0% | +3.7% | -2.2% |
| 3M | -43.2% | +12.2% | -55.4% | -44.6% |
| 6M | -43.2% | -15.1% | -28.1% | -41.9% |
| YTD | +5.5% | -15.1% | +20.6% | +7.9% |
| 1Y | -1.6% | +2.3% | -4.0% | -2.7% |
| 3Y | +773.7% | -23.7% | +797.4% | +799.1% |
| 5Y | +187.6% | -38.9% | +226.6% | +203.0% |
| 10Y | -98.5% | +49.9% | -148.4% | -98.5% |
| All | -100.0% | +1,084.6% | -1,184.6% | -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