+5,294.5%
CF vs RCAT
-100.0%
+5,394.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -14.9% | +21.0% | +6.2% |
| 7D | +0.4% | -32.6% | +33.0% | +0.6% |
| 30D | +2.2% | -46.3% | +48.5% | +2.5% |
| 3M | +2.1% | -60.7% | +62.8% | +2.5% |
| 6M | -6.5% | -67.4% | +60.8% | -6.2% |
| YTD | +55.6% | -57.1% | +112.6% | +55.8% |
| 1Y | +42.3% | -63.8% | +106.1% | +42.6% |
| 3Y | +55.7% | +268.1% | -212.4% | +53.6% |
| 5Y | +122.4% | +25.2% | +97.2% | +119.8% |
| 10Y | +568.5% | -99.7% | +668.2% | +521.6% |
| All | +5,294.5% | -100.0% | +5,394.5% | +3,738.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling