+187.6%
CFG vs RCAT
+373.0%
-185.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | 0.0% |
| 7D | +0.7% | -5.6% | +6.3% | +0.8% |
| 30D | +2.8% | -27.0% | +29.8% | +4.4% |
| 3M | -10.1% | -57.9% | +47.8% | -5.8% |
| 6M | +3.2% | -59.4% | +62.6% | +7.1% |
| YTD | +14.2% | -46.9% | +61.1% | +15.1% |
| 1Y | +27.4% | -54.0% | +81.4% | +29.0% |
| 3Y | +187.6% | +378.4% | -190.8% | +158.4% |
| All | +187.6% | +373.0% | -185.4% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling