+47.2%
CAPR vs RCAT
-59.1%
+106.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -10.3% | +18.6% | +11.6% |
| 7D | +43.2% | -18.5% | +61.7% | +52.1% |
| 30D | +14.7% | -37.0% | +51.6% | +32.2% |
| 3M | +113.9% | -54.9% | +168.8% | +173.9% |
| 6M | -73.4% | -63.6% | -9.7% | -66.2% |
| YTD | -69.1% | -49.6% | -19.5% | -81.2% |
| 1Y | +47.2% | -57.8% | +105.0% | -47.6% |
| All | +47.2% | -59.1% | +106.3% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling