-97.9%
CAPR vs RCAT
-99.9%
+2.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | +139.2% | -3.3% | +142.5% | +139.4% |
| 3M | -66.4% | -43.2% | -23.2% | -66.0% |
| 6M | -63.1% | -43.2% | -20.0% | -62.9% |
| YTD | -67.4% | +5.5% | -73.0% | -67.8% |
| 1Y | +58.2% | -1.6% | +59.9% | +55.9% |
| 3Y | +42.2% | +773.7% | -731.5% | +29.1% |
| 5Y | +87.3% | +187.6% | -100.4% | +71.6% |
| 10Y | -75.3% | -98.5% | +23.2% | -86.4% |
| All | -97.9% | -99.9% | +2.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling