+1,425.5%
CB vs RCAT
-100.0%
+1,525.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | -3.1% | -3.3% | +0.2% | -3.1% |
| 3M | +9.0% | -43.2% | +52.2% | +9.0% |
| 6M | +2.9% | -43.2% | +46.0% | +2.9% |
| YTD | +10.1% | +5.5% | +4.6% | +10.0% |
| 1Y | +22.8% | -1.6% | +24.4% | +22.7% |
| 3Y | +73.8% | +773.7% | -699.9% | +72.9% |
| 5Y | +99.2% | +187.6% | -88.5% | +98.2% |
| 10Y | +218.2% | -98.5% | +316.7% | +214.8% |
| All | +1,425.5% | -100.0% | +1,525.5% | +1,339.5% |
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