+7.0%
CAG vs RCAT
-59.7%
+66.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.0% |
| 7D | -3.3% | -5.9% | +2.6% | -3.7% |
| 30D | +7.7% | -19.7% | +27.3% | +6.5% |
| 3M | -3.2% | -62.9% | +59.7% | -7.6% |
| 6M | +7.0% | -59.6% | +66.5% | +2.7% |
| All | +7.0% | -59.7% | +66.7% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling