+243.0%
CB vs RCAT
-99.6%
+342.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.4% | -11.8% | -0.5% |
| 7D | -1.5% | +1.1% | -2.6% | -1.5% |
| 30D | +6.5% | -22.0% | +28.5% | +6.6% |
| 3M | +4.1% | -51.1% | +55.2% | +4.4% |
| 6M | +14.4% | -56.6% | +71.0% | +14.8% |
| YTD | +17.5% | -43.3% | +60.8% | +17.5% |
| 1Y | +27.5% | -51.5% | +79.1% | +27.6% |
| 3Y | +71.6% | +411.4% | -339.8% | +67.6% |
| 5Y | +100.6% | +74.4% | +26.2% | +96.5% |
| 10Y | +243.0% | -99.6% | +342.6% | +216.6% |
| All | +243.0% | -99.6% | +342.6% | +216.6% |
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