-66.2%
CAPR vs RCAT
-99.8%
+33.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +18.6% | -14.0% | +4.2% |
| 7D | +41.1% | -12.7% | +53.8% | +41.4% |
| 30D | +11.1% | -34.3% | +45.4% | +12.1% |
| 3M | +115.3% | -53.4% | +168.7% | +118.8% |
| 6M | -73.8% | -62.0% | -11.9% | -73.4% |
| YTD | -68.8% | -49.1% | -19.8% | -68.6% |
| 1Y | +43.3% | -53.1% | +96.4% | +44.1% |
| 3Y | +214.7% | +318.7% | -104.0% | +198.1% |
| 5Y | +141.3% | +48.5% | +92.8% | +130.5% |
| All | -66.2% | -99.8% | +33.6% | -75.6% |
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