+302.3%
CAH vs RCAT
-98.5%
+400.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.2% |
| 7D | -2.2% | -2.3% | 0.0% | -2.2% |
| 30D | +1.2% | -18.7% | +19.9% | +1.2% |
| 3M | +13.1% | -29.3% | +42.4% | +13.1% |
| 6M | +8.5% | -42.3% | +50.8% | +8.5% |
| YTD | +17.6% | +2.5% | +15.1% | +17.5% |
| 1Y | +60.7% | -5.7% | +66.3% | +60.5% |
| 3Y | +183.2% | +764.9% | -581.7% | +181.2% |
| 5Y | +402.2% | +182.3% | +219.9% | +399.0% |
| 10Y | +302.3% | -98.5% | +400.8% | +358.3% |
| All | +302.3% | -98.5% | +400.8% | +358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling