+60.4%
CF vs RCAT
+270.1%
-209.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -14.9% | +21.0% | +6.4% |
| 7D | +0.4% | -32.6% | +33.0% | +1.0% |
| 30D | +2.2% | -46.3% | +48.5% | +3.2% |
| 3M | +2.1% | -60.7% | +62.8% | +3.6% |
| 6M | -6.5% | -67.4% | +60.8% | -5.1% |
| YTD | +55.6% | -57.1% | +112.6% | +56.8% |
| 1Y | +42.3% | -63.8% | +106.1% | +43.6% |
| All | +60.4% | +270.1% | -209.7% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling