+1,564.7%
CB vs RCAT
-100.0%
+1,664.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.9% | +14.2% | -0.7% |
| 7D | +2.6% | -32.6% | +35.2% | +2.6% |
| 30D | +11.2% | -46.3% | +57.5% | +11.3% |
| 3M | +5.7% | -60.7% | +66.4% | +5.8% |
| 6M | +15.9% | -67.4% | +83.3% | +16.0% |
| YTD | +20.2% | -57.1% | +77.2% | +20.2% |
| 1Y | +32.4% | -63.8% | +96.2% | +32.5% |
| 3Y | +75.5% | +268.1% | -192.6% | +74.8% |
| 5Y | +105.5% | +25.2% | +80.3% | +104.7% |
| 10Y | +258.5% | -99.7% | +358.2% | +255.0% |
| All | +1,564.7% | -100.0% | +1,664.7% | +1,472.4% |
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