-41.2%
CAG vs RCAT
+184.3%
-225.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | -6.6% | -2.3% | -4.3% | -6.6% |
| 30D | +2.3% | -18.7% | +21.0% | +2.2% |
| 3M | +16.3% | -29.3% | +45.6% | +16.2% |
| 6M | -16.0% | -42.3% | +26.3% | -16.1% |
| YTD | -7.7% | +2.5% | -10.2% | -7.6% |
| 1Y | -16.0% | -5.7% | -10.4% | -16.0% |
| 3Y | -37.7% | +764.9% | -802.6% | -39.2% |
| 5Y | -41.2% | +182.3% | -223.5% | -41.9% |
| All | -41.2% | +184.3% | -225.5% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling