+22.8%
CCL vs RCAT
+46.9%
-24.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.6% | -18.2% | -1.0% |
| 7D | +3.1% | -12.7% | +15.9% | +4.0% |
| 30D | +13.7% | -34.3% | +48.0% | +17.2% |
| 3M | +3.8% | -53.4% | +57.2% | +9.7% |
| 6M | +9.3% | -62.0% | +71.2% | +16.0% |
| YTD | -1.1% | -49.1% | +48.0% | +0.1% |
| 1Y | +14.6% | -53.1% | +67.7% | +16.1% |
| 3Y | +146.4% | +318.7% | -172.3% | +88.1% |
| All | +22.8% | +46.9% | -24.1% | +4.7% |
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