+107.8%
CB vs RCAT
+41.8%
+66.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +2.9% | -5.9% | +8.9% | +3.0% |
| 30D | +7.3% | -19.7% | +27.0% | +7.4% |
| 3M | +9.4% | -62.9% | +72.3% | +10.0% |
| 6M | +19.6% | -59.6% | +79.2% | +19.9% |
| YTD | +21.5% | -52.1% | +73.6% | +21.0% |
| 1Y | +28.0% | -50.9% | +78.9% | +27.4% |
| 3Y | +74.9% | +333.8% | -258.9% | +63.7% |
| All | +107.8% | +41.8% | +66.0% | +98.1% |
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