+77.2%
CAPR vs RCAT
-53.5%
+130.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.4% | -1.9% | +5.7% |
| 7D | +36.0% | +1.1% | +34.9% | +34.1% |
| 30D | +25.8% | -22.0% | +47.8% | +35.0% |
| 3M | +140.8% | -51.1% | +192.0% | +200.3% |
| 6M | -67.6% | -56.6% | -11.0% | -61.5% |
| YTD | -65.9% | -43.3% | -22.6% | -81.1% |
| All | +77.2% | -53.5% | +130.6% | -36.0% |
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