+104.2%
CB vs RCAT
+63.2%
+41.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +1.6% |
| 7D | +0.7% | -5.6% | +6.3% | +0.7% |
| 30D | +8.2% | -27.0% | +35.2% | +8.3% |
| 3M | +6.3% | -57.9% | +64.2% | +6.8% |
| 6M | +16.2% | -59.4% | +75.6% | +16.5% |
| YTD | +19.3% | -46.9% | +66.2% | +18.9% |
| 1Y | +29.2% | -54.0% | +83.3% | +28.8% |
| 3Y | +71.4% | +378.4% | -307.0% | +60.5% |
| 5Y | +104.2% | +61.9% | +42.3% | +96.9% |
| All | +104.2% | +63.2% | +41.1% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling