-77.4%
CAPR vs RCAT
-98.4%
+21.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -3.7% |
| 7D | -9.5% | +5.4% | -14.9% | -9.6% |
| 30D | +121.5% | -5.6% | +127.1% | +121.8% |
| 3M | -65.4% | -30.2% | -35.2% | -65.2% |
| 6M | -67.5% | -43.4% | -24.1% | -67.3% |
| YTD | -68.6% | +9.6% | -78.3% | -68.9% |
| 1Y | +42.7% | -2.0% | +44.7% | +41.0% |
| 3Y | +43.4% | +825.0% | -781.6% | +33.6% |
| 5Y | +86.0% | +199.8% | -113.8% | +74.6% |
| 10Y | -77.4% | -98.4% | +21.0% | -85.8% |
| All | -77.4% | -98.4% | +21.0% | -85.8% |
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