+19.2%
CFG vs RCAT
-44.6%
+63.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | -3.8% | -3.3% | -0.5% | -3.7% |
| 3M | +11.5% | -43.2% | +54.7% | +13.3% |
| 6M | +19.2% | -43.2% | +62.4% | +21.1% |
| All | +19.2% | -44.6% | +63.8% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling