+44.7%
CCL vs RCAT
-100.0%
+144.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -5.0% | -1.4% | -3.6% | -5.0% |
| 30D | -20.3% | -3.3% | -17.0% | -20.3% |
| 3M | -15.1% | -43.2% | +28.1% | -15.0% |
| 6M | -15.1% | -43.2% | +28.1% | -15.0% |
| YTD | -21.8% | +5.5% | -27.3% | -21.9% |
| 1Y | -24.8% | -1.6% | -23.1% | -24.9% |
| 3Y | +51.9% | +773.7% | -721.8% | +50.5% |
| 5Y | +4.0% | +187.6% | -183.6% | +3.2% |
| 10Y | -42.2% | -98.5% | +56.2% | -42.8% |
| All | +44.7% | -100.0% | +144.7% | +62.3% |
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