-37.1%
CAG vs RCAT
+796.4%
-833.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.3% |
| 7D | -5.3% | +5.4% | -10.7% | -5.2% |
| 30D | +1.0% | -5.6% | +6.6% | +0.9% |
| 3M | +17.4% | -30.2% | +47.6% | +16.9% |
| 6M | -16.8% | -43.4% | +26.6% | -17.2% |
| YTD | -6.8% | +9.6% | -16.4% | -5.9% |
| 1Y | -15.4% | -2.0% | -13.4% | -14.6% |
| 3Y | -37.1% | +825.0% | -862.1% | -31.6% |
| All | -37.1% | +796.4% | -833.5% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling