-37.2%
CAG vs RCAT
-98.5%
+61.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -5.9% | -5.4% | -0.5% | -5.9% |
| 30D | -1.5% | -24.2% | +22.7% | -1.5% |
| 3M | +11.5% | -25.8% | +37.3% | +11.5% |
| 6M | -15.7% | -44.9% | +29.2% | -15.6% |
| YTD | -10.2% | +1.9% | -12.1% | -10.3% |
| 1Y | -18.1% | -5.2% | -12.9% | -18.2% |
| 3Y | -39.4% | +759.6% | -799.0% | -40.3% |
| 5Y | -42.6% | +187.5% | -230.1% | -43.4% |
| All | -37.2% | -98.5% | +61.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling