+62.6%
CFG vs RCAT
+71.6%
-9.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -0.8% | +7.2% | -8.0% | -1.4% |
| 30D | +3.1% | -20.4% | +23.5% | +4.3% |
| 3M | -9.7% | -59.8% | +50.0% | -4.9% |
| 6M | +6.7% | -61.9% | +68.6% | +11.6% |
| YTD | +15.2% | -45.9% | +61.1% | +16.0% |
| 1Y | +28.8% | -50.5% | +79.3% | +29.9% |
| 3Y | +190.1% | +387.5% | -197.4% | +138.4% |
| All | +62.6% | +71.6% | -9.0% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling