+95.8%
CAG vs RCAT
-100.0%
+195.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.2% |
| 7D | -3.3% | -5.9% | +2.6% | -3.3% |
| 30D | +7.7% | -19.7% | +27.3% | +7.7% |
| 3M | -3.2% | -62.9% | +59.7% | -3.2% |
| 6M | +7.0% | -59.6% | +66.5% | +7.0% |
| YTD | -9.0% | -52.1% | +43.1% | -9.0% |
| 1Y | -9.6% | -50.9% | +41.3% | -9.6% |
| 3Y | -36.0% | +333.8% | -369.8% | -36.1% |
| 5Y | -40.9% | +40.7% | -81.6% | -40.9% |
| 10Y | -37.3% | -99.8% | +62.4% | -37.4% |
| All | +95.8% | -100.0% | +195.8% | +102.9% |
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 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