+62.0%
CFG vs RCAT
+46.9%
+15.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -2.1% |
| 7D | -0.9% | -12.7% | +11.8% | -0.3% |
| 30D | +1.1% | -34.3% | +35.4% | +3.4% |
| 3M | -12.0% | -53.4% | +41.4% | -8.1% |
| 6M | -2.2% | -62.0% | +59.7% | +2.2% |
| YTD | +11.4% | -49.1% | +60.5% | +12.7% |
| 1Y | +27.8% | -53.1% | +81.0% | +29.4% |
| 3Y | +173.3% | +318.7% | -145.4% | +127.2% |
| All | +62.0% | +46.9% | +15.1% | +41.0% |
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