+248.2%
CB vs RCAT
-99.8%
+348.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.4% | -1.9% |
| 7D | +0.2% | -12.7% | +13.0% | +0.3% |
| 30D | +9.1% | -34.3% | +43.4% | +9.3% |
| 3M | +3.4% | -53.4% | +56.8% | +3.8% |
| 6M | +14.1% | -62.0% | +76.1% | +14.5% |
| YTD | +18.0% | -49.1% | +67.1% | +18.1% |
| 1Y | +30.1% | -53.1% | +83.3% | +30.2% |
| 3Y | +71.8% | +318.7% | -246.9% | +68.0% |
| 5Y | +101.8% | +48.5% | +53.3% | +98.0% |
| All | +248.2% | -99.8% | +348.0% | +222.0% |
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 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