+749.2%
CAH vs RCAT
-100.0%
+849.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -2.7% |
| 7D | +0.5% | +5.4% | -4.9% | +0.5% |
| 30D | +1.7% | -5.6% | +7.3% | +1.7% |
| 3M | +17.9% | -30.2% | +48.1% | +17.9% |
| 6M | +10.9% | -43.4% | +54.3% | +10.9% |
| YTD | +17.9% | +9.6% | +8.2% | +17.8% |
| 1Y | +61.7% | -2.0% | +63.7% | +61.7% |
| 3Y | +183.7% | +825.0% | -641.3% | +183.5% |
| 5Y | +401.3% | +199.8% | +201.5% | +400.9% |
| 10Y | +293.7% | -98.4% | +392.0% | +295.1% |
| All | +749.2% | -100.0% | +849.2% | +747.3% |
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 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