+61.5%
CF vs RCAT
+339.1%
-277.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +18.6% | -18.0% | +0.4% |
| 7D | -3.2% | -12.7% | +9.6% | -3.0% |
| 30D | +4.3% | -34.3% | +38.6% | +5.0% |
| 3M | +2.8% | -53.4% | +56.2% | +4.0% |
| 6M | +0.6% | -62.0% | +62.6% | +1.9% |
| YTD | +56.6% | -49.1% | +105.7% | +57.5% |
| 1Y | +49.6% | -53.1% | +102.7% | +50.4% |
| 3Y | +61.5% | +318.7% | -257.2% | +54.2% |
| All | +61.5% | +339.1% | -277.6% | +54.2% |
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