-40.1%
CAG vs RCAT
+68.2%
-108.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.3% |
| 7D | -1.8% | +7.2% | -9.0% | -1.6% |
| 30D | +9.7% | -20.4% | +30.1% | +9.5% |
| 3M | +0.5% | -59.8% | +60.2% | -0.2% |
| 6M | +8.9% | -61.9% | +70.8% | +8.3% |
| YTD | -8.4% | -45.9% | +37.5% | -8.6% |
| 1Y | -8.3% | -50.5% | +42.2% | -8.6% |
| 3Y | -36.1% | +387.5% | -423.6% | -37.4% |
| 5Y | -40.1% | +70.9% | -111.1% | -40.5% |
| All | -40.1% | +68.2% | -108.4% | -40.5% |
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