-25.3%
CCL vs RCAT
+1.5%
-26.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.6% |
| 7D | -0.1% | +5.4% | -5.5% | -0.5% |
| 30D | -20.0% | -5.6% | -14.4% | -19.8% |
| 3M | -13.7% | -30.2% | +16.6% | -12.0% |
| 6M | -9.0% | -43.4% | +34.4% | -7.5% |
| YTD | -22.8% | +9.6% | -32.5% | -27.2% |
| 1Y | -25.3% | -2.0% | -23.3% | -30.1% |
| All | -25.3% | +1.5% | -26.8% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling