+516.7%
CAH vs RCAT
+41.8%
+474.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +3.5% | -5.9% | +9.4% | +3.5% |
| 30D | +13.5% | -19.7% | +33.1% | +13.5% |
| 3M | +21.8% | -62.9% | +84.7% | +22.2% |
| 6M | +51.5% | -59.6% | +111.1% | +51.8% |
| YTD | +38.1% | -52.1% | +90.2% | +37.8% |
| 1Y | +37.7% | -50.9% | +88.6% | +37.3% |
| 3Y | +179.6% | +333.8% | -154.2% | +168.2% |
| All | +516.7% | +41.8% | +474.9% | +499.7% |
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 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