-69.4%
CAPR vs RCAT
-99.8%
+30.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.5% | -6.9% |
| 7D | +5.9% | -5.9% | +11.8% | +6.1% |
| 30D | +44.6% | -19.7% | +64.3% | +45.3% |
| 3M | +126.4% | -62.9% | +189.2% | +131.4% |
| 6M | -68.6% | -59.6% | -9.0% | -68.1% |
| YTD | -67.0% | -52.1% | -14.9% | -66.7% |
| 1Y | +65.2% | -50.9% | +116.1% | +66.1% |
| 3Y | +235.6% | +333.8% | -98.2% | +217.8% |
| 5Y | +175.4% | +40.7% | +134.7% | +163.5% |
| All | -69.4% | -99.8% | +30.5% | -78.2% |
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