+122.4%
CF vs RCAT
+25.6%
+96.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -14.9% | +21.0% | +6.5% |
| 7D | +0.4% | -32.6% | +33.0% | +1.3% |
| 30D | +2.2% | -46.3% | +48.5% | +3.7% |
| 3M | +2.1% | -60.7% | +62.8% | +4.4% |
| 6M | -6.5% | -67.4% | +60.8% | -4.4% |
| YTD | +55.6% | -57.1% | +112.6% | +57.2% |
| 1Y | +42.3% | -63.8% | +106.1% | +44.1% |
| 3Y | +55.7% | +268.1% | -212.4% | +39.1% |
| 5Y | +122.4% | +25.2% | +97.2% | +109.5% |
| All | +122.4% | +25.6% | +96.8% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling