+28.0%
CFG vs RCAT
-53.5%
+81.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.4% | -8.4% | +2.3% |
| 7D | +0.3% | +1.1% | -0.9% | 0.0% |
| 30D | +3.2% | -22.0% | +25.2% | +4.4% |
| 3M | -9.7% | -51.1% | +41.4% | -6.4% |
| 6M | +3.6% | -56.6% | +60.2% | +6.8% |
| YTD | +14.7% | -43.3% | +57.9% | +13.5% |
| All | +28.0% | -53.5% | +81.4% | +27.8% |
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