-29.4%
CCL vs RCAT
-99.7%
+70.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.5% | +7.2% | -8.8% | -1.7% |
| 30D | +16.5% | -20.4% | +36.9% | +16.7% |
| 3M | +11.2% | -59.8% | +71.0% | +12.5% |
| 6M | +22.6% | -61.9% | +84.5% | +23.8% |
| YTD | +2.6% | -45.9% | +48.5% | +2.8% |
| 1Y | +17.0% | -50.5% | +67.5% | +17.3% |
| 3Y | +145.5% | +387.5% | -242.0% | +137.0% |
| 5Y | +36.1% | +70.9% | -34.8% | +32.1% |
| 10Y | -29.4% | -99.7% | +70.3% | -32.6% |
| All | -29.4% | -99.7% | +70.3% | -32.6% |
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