+59.5%
CAPR vs RCAT
-56.5%
+116.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.4% | -3.5% | -7.8% |
| 7D | +7.6% | -5.6% | +13.3% | +8.7% |
| 30D | +13.3% | -27.0% | +40.3% | +24.4% |
| 3M | +130.4% | -57.9% | +188.3% | +202.2% |
| 6M | -70.8% | -59.4% | -11.4% | -64.5% |
| YTD | -69.3% | -46.9% | -22.4% | -82.5% |
| 1Y | +59.5% | -54.0% | +113.6% | -41.0% |
| All | +59.5% | -56.5% | +116.0% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling