-67.1%
CAPR vs RCAT
-99.8%
+32.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -8.3% | -0.5% | -8.5% |
| 7D | +19.1% | +15.6% | +3.5% | +18.7% |
| 30D | +48.8% | -24.1% | +72.9% | +49.7% |
| 3M | +144.4% | -61.9% | +206.3% | +149.6% |
| 6M | -67.5% | -64.3% | -3.2% | -66.9% |
| YTD | -64.5% | -50.4% | -14.1% | -64.3% |
| 1Y | +74.4% | -54.0% | +128.5% | +75.6% |
| 3Y | +265.7% | +347.2% | -81.4% | +246.0% |
| 5Y | +196.0% | +45.7% | +150.2% | +182.9% |
| All | -67.1% | -99.8% | +32.7% | -76.6% |
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 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