+577.4%
CF vs RCAT
-98.5%
+675.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.2% |
| 7D | +6.0% | -1.4% | +7.4% | +6.0% |
| 30D | +14.8% | -3.3% | +18.2% | +14.9% |
| 3M | +14.1% | -43.2% | +57.3% | +14.5% |
| 6M | +28.5% | -43.2% | +71.7% | +28.8% |
| YTD | +74.9% | +5.5% | +69.4% | +74.4% |
| 1Y | +61.7% | -1.6% | +63.3% | +61.0% |
| 3Y | +80.3% | +773.7% | -693.4% | +75.2% |
| 5Y | +226.0% | +187.6% | +38.3% | +217.5% |
| All | +577.4% | -98.5% | +675.9% | +578.7% |
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 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