+362.4%
CFG vs RCAT
-99.8%
+462.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | -3.8% | -3.3% | -0.5% | -3.8% |
| 3M | +11.5% | -43.2% | +54.7% | +11.9% |
| 6M | +19.2% | -43.2% | +62.4% | +19.5% |
| YTD | +23.7% | +5.5% | +18.2% | +23.2% |
| 1Y | +38.8% | -1.6% | +40.5% | +38.2% |
| 3Y | +178.9% | +773.7% | -594.8% | +171.1% |
| 5Y | +101.8% | +187.6% | -85.8% | +96.7% |
| 10Y | +317.3% | -98.5% | +415.7% | +293.6% |
| All | +362.4% | -99.8% | +462.2% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling