+237.0%
CFG vs RCAT
-99.6%
+336.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.4% | -8.4% | +2.8% |
| 7D | +0.3% | +1.1% | -0.9% | +0.2% |
| 30D | +3.2% | -22.0% | +25.2% | +3.4% |
| 3M | -9.7% | -51.1% | +41.4% | -9.1% |
| 6M | +3.6% | -56.6% | +60.2% | +4.3% |
| YTD | +14.7% | -43.3% | +57.9% | +14.9% |
| 1Y | +29.6% | -51.5% | +81.1% | +29.9% |
| 3Y | +190.6% | +411.4% | -220.8% | +182.7% |
| 5Y | +67.1% | +74.4% | -7.3% | +63.2% |
| 10Y | +237.0% | -99.6% | +336.6% | +216.6% |
| All | +237.0% | -99.6% | +336.6% | +216.6% |
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 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