+29.9%
CFG vs RCAT
-54.8%
+84.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +3.2% | -5.9% | +9.1% | +3.5% |
| 30D | +5.1% | -19.7% | +24.8% | +6.1% |
| 3M | -11.2% | -62.9% | +51.6% | -6.7% |
| 6M | +9.6% | -59.6% | +69.1% | +13.1% |
| YTD | +15.0% | -52.1% | +67.0% | +15.2% |
| 1Y | +29.9% | -50.9% | +80.8% | +29.6% |
| All | +29.9% | -54.8% | +84.6% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling