+471.5%
CF vs RCAT
-99.7%
+571.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | +10.4% | +7.2% | +3.1% | +10.2% |
| 30D | +7.6% | -20.4% | +28.0% | +7.7% |
| 3M | +5.2% | -59.8% | +64.9% | +5.8% |
| 6M | -0.1% | -61.9% | +61.8% | +0.5% |
| YTD | +61.7% | -45.9% | +107.6% | +61.9% |
| 1Y | +50.3% | -50.5% | +100.8% | +50.5% |
| 3Y | +66.0% | +387.5% | -321.5% | +61.6% |
| 5Y | +114.5% | +70.9% | +43.6% | +109.5% |
| 10Y | +471.5% | -99.7% | +571.2% | +432.9% |
| All | +471.5% | -99.7% | +571.2% | +432.9% |
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