-64.7%
CAPR vs RCAT
-99.6%
+34.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.4% | -1.9% | +9.2% |
| 7D | +36.0% | +1.1% | +34.9% | +35.9% |
| 30D | +25.8% | -22.0% | +47.8% | +26.4% |
| 3M | +140.8% | -51.1% | +192.0% | +144.5% |
| 6M | -67.6% | -56.6% | -11.0% | -67.1% |
| YTD | -65.9% | -43.3% | -22.6% | -65.8% |
| 1Y | +66.1% | -51.5% | +117.6% | +66.9% |
| 3Y | +256.9% | +411.4% | -154.5% | +236.1% |
| 5Y | +172.1% | +74.4% | +97.7% | +158.7% |
| 10Y | -64.7% | -99.6% | +34.9% | -75.1% |
| All | -64.7% | -99.6% | +34.9% | -75.1% |
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