+103.4%
CAG vs RCAT
-100.0%
+203.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -3.8% | -1.4% | -2.4% | -3.8% |
| 30D | +3.1% | -3.3% | +6.5% | +3.1% |
| 3M | +23.5% | -43.2% | +66.7% | +23.5% |
| 6M | -14.8% | -43.2% | +28.3% | -14.8% |
| YTD | -5.4% | +5.5% | -11.0% | -5.5% |
| 1Y | -11.8% | -1.6% | -10.2% | -11.8% |
| 3Y | -36.7% | +773.7% | -810.4% | -36.7% |
| 5Y | -40.3% | +187.6% | -227.9% | -40.3% |
| 10Y | -37.0% | -98.5% | +61.4% | -37.0% |
| All | +103.4% | -100.0% | +203.4% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling