-73.8%
CAPR vs RCAT
-60.9%
-12.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +18.6% | -14.0% | +2.6% |
| 7D | +41.1% | -12.7% | +53.8% | +42.2% |
| 30D | +11.1% | -34.3% | +45.4% | +15.0% |
| 3M | +115.3% | -53.4% | +168.7% | +132.6% |
| 6M | -73.8% | -62.0% | -11.9% | -70.8% |
| All | -73.8% | -60.9% | -12.9% | -70.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling