+90.5%
CCL vs RCAT
-100.0%
+190.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.4% | -7.2% | +4.1% |
| 7D | +3.1% | +1.1% | +1.9% | +3.0% |
| 30D | +17.5% | -22.0% | +39.5% | +17.6% |
| 3M | +6.8% | -51.1% | +58.0% | +7.0% |
| 6M | +18.7% | -56.6% | +75.3% | +18.9% |
| YTD | +3.0% | -43.3% | +46.3% | +3.1% |
| 1Y | +17.7% | -51.5% | +69.2% | +17.8% |
| 3Y | +155.6% | +411.4% | -255.8% | +153.7% |
| 5Y | +30.2% | +74.4% | -44.2% | +29.4% |
| 10Y | -28.5% | -99.6% | +71.1% | -29.2% |
| All | +90.5% | -100.0% | +190.5% | +114.1% |
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 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